The impact of business conditions and commodity market on US stock returns : an asset pricing modelling experiment
Fangzhou Huang, Jiao Song, Nick J. Taylor
| Year of publication: |
2022
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|---|---|
| Authors: | Huang, Fangzhou ; Song, Jiao ; Taylor, Nick J. |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 3, p. 433-458
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| Subject: | stock returns | business conditions | commodity market | time-weighted risk | asset pricing | Kapitaleinkommen | Capital income | CAPM | USA | United States | Rohstoffmarkt | Commodity market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2022019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013499502