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CAPM 1 Capital income 1 Commodity market 1 Kapitaleinkommen 1 Rohstoffmarkt 1 Theorie 1 Theory 1 USA 1 United States 1 asset pricing 1 business conditions 1 commodity market 1 stock returns 1 time-weighted risk 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Huang, Fangzhou 1 Song, Jiao 1 Taylor, Nick J. 1
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Quantitative finance and economics 1
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The impact of business conditions and commodity market on US stock returns : an asset pricing modelling experiment
Huang, Fangzhou; Song, Jiao; Taylor, Nick J. - In: Quantitative finance and economics 6 (2022) 3, pp. 433-458
Persistent link: https://www.econbiz.de/10013499502
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