An application of factor pricing models to the Polish stock market
Adam Zaremba, Anna Czapkiewicz, Jan Jakub Szczygielski, and Vitaly Kaganov
| Year of publication: |
2019
|
|---|---|
| Authors: | Zaremba, Adam ; Czapkiewicz, Anna ; Szczygielski, Jan Jakub ; Kaganov, Vitaly |
| Subject: | asset growth | asset pricing | equity anomalies | factor models | momentum | Poland | Polish stock market | profitability | size | the cross-section of returns | value | Polen | CAPM | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1517042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210940