Model scan of factors in U.K. stock returns
Jonathan Fletcher, Andrew Marshall and Michael O’Connell
| Year of publication: |
2024
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|---|---|
| Authors: | Fletcher, Jonathan ; Marshall, Andrew P. ; O'Connell, Michael |
| Subject: | Bayesian analysis | factor models | model scan | U.K. stock returns | Großbritannien | United Kingdom | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | CAPM | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2024.2312203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636579