Estimating short run and long run coefficients of fundamentals factors with growth and momentum factor : evidence from emerging markets
Year of publication: |
2016
|
---|---|
Authors: | Shoaib, Adnan ; Siddiqui, Muhammad Ayub |
Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 10.2016, 4, p. 17-37
|
Subject: | Fama-French | HML | SMB | WML | Market Gearing | Global Financial Crises | Long term relationship | Partial Adjustment Model | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Theorie | Theory | CAPM |
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