Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies
Year of publication: |
2014
|
---|---|
Authors: | Hunter, John ; Wu, Feng |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 36.2014, C, p. 557-565
|
Publisher: |
Elsevier |
Subject: | Consumption based asset pricing model | Multi-factor model | Panel estimation | Fixed effects |
-
Hunter, John, (2014)
-
Using sentiment to predict GDP growth and stock returns
Guzman, Giselle C., (2007)
-
Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile
Pincheira, Pablo, (2018)
- More ...
-
Gregoriou, Andros, (2009)
-
Hunter, John, (2014)
-
Hunter, John, (2010)
- More ...