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  • Search: subject:"macroeconomic factor"
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Year of publication
Subject
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Estimation 5 Macroeconomic factor 5 Schätzung 5 macroeconomic factor 5 CAPM 4 Börsenkurs 3 Capital income 3 Kapitaleinkommen 3 Share price 3 systematic risk 3 Aktienmarkt 2 Chen-Roll-Ross 2 Developing countries 2 Entwicklungsländer 2 Firm Value 2 Firm value 2 Indonesia 2 Indonesien 2 Macroeconomic Factor 2 Poland 2 Stock market 2 Theorie 2 Theory 2 Unternehmenswert 2 Volatility 2 Volatilität 2 asset pricing 2 cost of capital 2 macroeconomic factor model 2 macroeconomic factor models 2 price dispersion 2 risk-return 2 search models 2 stock market 2 time aggregation 2 Accounting policy 1 Anlageverhalten 1 Arbitrage Pricing 1 Arbitrage pricing 1 Auslandsinvestition 1
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Online availability
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Free 7 Undetermined 6
Type of publication
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Article 13 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Article 1
Language
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English 13 Undetermined 3
Author
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Dolinar, Dolinar 2 Leong, Youngman Chun Fai 2 Orsag, Silvije 2 Suman, Paola 2 Wong, Siu Kei 2 Alireza Zarei 1 Badea, Leonardo 1 Bhatti, Muhammad Ishaq 1 Borbora, Saundarjya 1 Boreiko, D. V. 1 Borys, Magdalena Morgese 1 Borys, Magdalena Morgese Borys 1 Bui Thị Mai Hoai 1 Chen, Jiun-Lin (Alex) 1 Hwang, Hyoseok (David) 1 Isma, Nisrin Naziha 1 Kaniovski, Yuri M. 1 Leong, Youngman 1 Leung, Charles 1 Leung, Charles Ka Yui 1 Leung, Charles Ka-Yui 1 Mohamed Ariff 1 Pflug, Georg 1 Quang Khai Nguyen 1 Rahadi, Raden Aswin 1 Rahman, Aulia Fuad 1 Saikia, Munmi 1 Su Dinh Thanh 1 Sunitiyoso, Yos 1 Sutrisno Sutrisno 1 Van Bon Nguyen 1 Wong, Siu 1 Yurisafira, Olivia Devania 1
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Institution
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Chinese University of Hong Kong, Department of Economics 2 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1
Published in...
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Applied economics letters 1 CERGE-EI Working Papers 1 Computational economics 1 Czech Journal of Economics and Finance (Finance a uver) 1 Departmental Working Papers / Chinese University of Hong Kong, Department of Economics 1 Discussion Papers / Chinese University of Hong Kong, Department of Economics 1 Finance research letters 1 International journal of comparative management 1 Journal of economic development 1 The European journal of finance 1 The Journal of Real Estate Finance and Economics 1 Theoretical and Applied Economics 1 UTMS Journal of Economics 1 UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe 1
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Source
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ECONIS (ZBW) 9 RePEc 6 EconStor 1
Showing 1 - 10 of 16
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Macroeconomic and financial dimensions influences on Indonesia's property and real estate companies value (2017-2022)
Yurisafira, Olivia Devania; Sunitiyoso, Yos; Rahadi, … - 2023
Persistent link: https://www.econbiz.de/10014480263
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The impact of inflation on firm value moderated by earnings quality in Indonesia
Isma, Nisrin Naziha; Sutrisno Sutrisno; Rahman, Aulia Fuad - 2023
Persistent link: https://www.econbiz.de/10014327499
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Macroeconomic determinants of economic growth in low- and mid-income countries : new evidence using a non-parametric approach
Quang Khai Nguyen - In: Applied economics letters 32 (2025) 5, pp. 680-685
Persistent link: https://www.econbiz.de/10015329478
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Test of the Chen-Roll-Ross macroeconomic factor model: Evidence from Croatian stock market
Dolinar, Dolinar; Orsag, Silvije; Suman, Paola - In: UTMS Journal of Economics 6 (2015) 2, pp. 185-196
This paper empirically examines the well-known Chen-Roll-Ross model on the Croatian stock market. Modifications of definitions of the Chen-Roll-Ross model variables showed as necessary because of doubtful availability and quality of input data needed. Namely, some macroeconomic and market...
Persistent link: https://www.econbiz.de/10011533271
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Test of the Chen-Roll-Ross macroeconomic factor model : evidence from Croatian stock market
Dolinar, Dolinar; Orsag, Silvije; Suman, Paola - In: UTMS journal of economics / University of Tourism and … 6 (2015) 2, pp. 185-196
This paper empirically examines the well-known Chen-Roll-Ross model on the Croatian stock market. Modifications of definitions of the Chen-Roll-Ross model variables showed as necessary because of doubtful availability and quality of input data needed. Namely, some macroeconomic and market...
Persistent link: https://www.econbiz.de/10011456296
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Business cycle, expected return and momentum payoffs
Chen, Jiun-Lin (Alex); Hwang, Hyoseok (David) - In: Finance research letters 29 (2019), pp. 83-89
Persistent link: https://www.econbiz.de/10012417954
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The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Alireza Zarei; Mohamed Ariff; Bhatti, Muhammad Ishaq - In: The European journal of finance 25 (2019) 14, pp. 1277-1288
Persistent link: https://www.econbiz.de/10012207088
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India's outward foreign direct investment : the home-country economic perspective
Saikia, Munmi; Borbora, Saundarjya - In: International journal of comparative management 1 (2018) 2, pp. 162-184
Persistent link: https://www.econbiz.de/10012051348
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Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
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Determinants of stock market development : the case of developing countries and Vietnam
Su Dinh Thanh; Bui Thị Mai Hoai; Van Bon Nguyen - In: Journal of economic development 24 (2017) 1, pp. 32-53
Persistent link: https://www.econbiz.de/10011648241
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