Olbrys, Joanna - In: Research in Economics and Business: Central and Eastern … 3 (2011) 2
The main goal of this paper is to present modified multifactor extensions of classical markettiming models, with Fama and French’s spread variables SMB and HML, and Carhart’s momentum factor WML, on the Polish emerging market1. The empirical results on the Warsaw Stock Exchange (WSE) show a...
