International tests of the ZCAPM asset pricing model
James W. Kolari, Jianhua Z. Huang, Hilal Anwar Butt, Huiling Liao
| Year of publication: |
2022
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|---|---|
| Authors: | Kolari, James W. ; Huang, Jianhua Z. ; Butt, Hilal Anwar ; Liao, Huiling |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 79.2022, p. 1-27
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| Subject: | Cross-sectional stock returns | International asset pricing | Return dispersion | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Welt | World | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101607 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013358733