New evidence to assess the asset pricing model : an empirical investigation based on Bayesian network
Fatma Hachicha, Sahar Charfi, Ahmed Hachicha
| Year of publication: |
2020
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| Authors: | Hachicha, Fatma ; Charfi, Sahar ; Hachicha, Ahmed |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 23.2020, 3, p. 2050021-1-2050021-29
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| Subject: | Bayesian networks | sensitivity analysis | asset pricing model | profitability | investment | confidence index | herding behavior | Bayes-Statistik | Bayesian inference | CAPM | Herdenverhalten | Herding | Theorie | Theory | Sensitivitätsanalyse | Sensitivity analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091520500216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012422509