How stock prices behave in response to institutional development : a four-factor asset pricing model
Abida Hafeez, Tahir Saeed Jagirani, Anthony K. Hunt, Ayesha Hameed, Sarmad Ejaz, Faisal Ejaz
| Year of publication: |
2025
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|---|---|
| Authors: | Hafeez, Abida ; Jagirani, Tahir Saeed ; Hunt, Anthony K. ; Hameed, Ayesha ; Ejaz, Sarmad ; Ejaz, Faisal |
| Published in: |
The world economy : the leading journal on international economic relations. - Oxford : Wiley-Blackwell, ISSN 1467-9701, ZDB-ID 1473825-9. - Vol. 48.2025, 4, p. 847-861
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| Subject: | asset pricing | Carhart four-factor model | emerging market | institutional development | momentum | regulation | time-varying risk Premia | CAPM | Börsenkurs | Share price | Risikoprämie | Risk premium | Schwellenländer | Emerging economies | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/twec.13676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015394033