Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure
Year of publication: |
August 2016
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Authors: | Sanusi, Muhammad Surajo ; Ahmad, Farooq |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 18.2016, p. 89-99
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Subject: | Asset pricing model | Brent crude oil | Asymmetry in oil price | Size effect | Book to market ratio | Oil and gas sector | Oil price exposure | Structural breaks | Ölpreis | Oil price | CAPM | Kapitaleinkommen | Capital income | Ölmarkt | Oil market | Börsenkurs | Share price | Erdöl | Petroleum | Welt | World |
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