Conditional multifactor asset pricing model and market anomalies
Saumya Ranjan Dash; Jitendra Mahakud
| Year of publication: |
2013
|
|---|---|
| Authors: | Dash, Saumya Ranjan ; Mahakud, Jitendra |
| Published in: |
Journal of Indian business research. - Bingley : Emerald, ISSN 1755-4195, ZDB-ID 2473958-3. - Vol. 5.2013, 4, p. 271-294
|
| Subject: | Liquidity | Conditional asset pricing model | Emerging stock market | Market anomaly | Multifactor model | Risk adjusted return | CAPM | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Schwellenländer | Emerging economies |
| 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/10010364804