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Search: subject:"Pástor-Stambaugh model"
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Racicot, François-Éric
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Rentz, William F.
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Gniadkowska-Szymańska, Agata
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The multifactorial
Pastor-Stambaugh
model
: explaining the impact of liquidity on the rate of return based on the example of the Warsaw Stock Exchange
Gniadkowska-Szymańska, Agata
- In:
Equilibrium : quarterly journal of economics and …
12
(
2017
)
2
,
pp. 211-228
Persistent link: https://www.econbiz.de/10012230766
Saved in:
2
Testing Fama-French's new five-factor asset pricing model : evidence from robust instruments
Racicot, François-Éric
;
Rentz, William F.
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 444-448
Persistent link: https://www.econbiz.de/10011430774
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3
The Pástor-Stambaugh empirical model revisited : evidence from robust instruments
Racicot, François-Éric
;
Rentz, William F.
- In:
The journal of asset management
16
(
2015
)
5
,
pp. 329-341
Persistent link: https://www.econbiz.de/10011416607
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