The relation between macroeconomic variables and stock market returns using multivariate methods
Michailidis Grigoris & Tsopoglou Stavros
| Year of publication: |
2018
|
|---|---|
| Authors: | Grigoris, Michailidis ; Stavros, Tsopoglou |
| Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 2518665-6. - Vol. 12.2018, 2, p. 121-145
|
| Subject: | Arbitrage pricing theory | return generating process | stock market factors | factor loadings | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | CAPM | Arbitrage Pricing | Arbitrage pricing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011992147