The impact of business conditions and commodity market on US stock returns : an asset pricing modelling experiment
Fangzhou Huang, Jiao Song, Nick J. Taylor
Year of publication: |
2022
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Authors: | Huang, Fangzhou ; Song, Jiao ; Taylor, Nick J. |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 3, p. 433-458
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Subject: | stock returns | business conditions | commodity market | time-weighted risk | asset pricing | Kapitaleinkommen | Capital income | CAPM | USA | United States | Rohstoffmarkt | Commodity market | Theorie | Theory | Risikoprämie | Risk premium |
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