Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions
David E. Allen, Abhay Kumar Singh and Robert Powell
| Year of publication: |
2013
|
|---|---|
| Authors: | Allen, David E. ; Singh, Abhay Kumar ; Powell, Robert |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 15.2013, 1, p. 88-109
|
| Subject: | CAPM | Kapitaleinkommen | Capital income | Australien | Australia | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10009708736