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The effect of economic, financial and political country risk factors on the JSE mining index : an ARDL approach

Muzindutsi, Paul-Francois; Rajhununan, Swastika; Dube, … - In: International journal of trade and global markets 15 (2022) 1, pp. 22-31

Persistent link: https://www.econbiz.de/10012887872

Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening

Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019

Persistent link: https://www.econbiz.de/10014429264

The impact of inflation measures on asset returns : evidence from India

Gurmeet Singh; Shaik, Muneer - In: International journal of business and economics 22 (2023) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10014383610

Macro determinants of US stock market risk premia in bull and bear markets

Bätje, Fabian; Menkhoff, Lukas - 2013

This research uses macro factors to explain four standard U.S. stock market risk premia, i.e. the market excess return (RM-RF), size (SMB), value (HML), and momentum (WML). We find in-sample predictive power of macro factors, in particular at a one-year horizon. Differentiating between bull and...

Persistent link: https://www.econbiz.de/10010239724

Multiscale test of CAPM for three Central and Eastern European stock markets

Dajčman, Silvo; Festić, Mejra; Kavkler, Alenka - In: Journal of business economics and management 14 (2013) 1, pp. 54-76

Persistent link: https://www.econbiz.de/10009732739

Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)

Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110

Persistent link: https://www.econbiz.de/10011427796

Building multi-factor stock selection models using balanced split regression trees with sorting normalisation and hybrid variables

Yeh, I-Cheng; Lien, Che-Hui; Ting, Tao-Ming - In: International journal of foresight and innovation … 10 (2015) 1, pp. 48-74

Persistent link: https://www.econbiz.de/10011524612

Does the quality of governance matter for equity market risk? : evidence from emerging and developed equity markets

Low, Soo Wah; Tee, Lain-Tze; Kew, Si-Roei - In: Journal of business economics and management 16 (2015) 3, pp. 660-674

Persistent link: https://www.econbiz.de/10011516514

Asset valuation : a synthesis of exisitng literature and new insights

Sen, Subir; Mazumder, Sourav - In: Finance India : the quarterly journal of Indian … 31 (2017) 4, pp. 1221-1237

Persistent link: https://www.econbiz.de/10011923455

Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model

Jareño, Francisco; González Pérez, María de la O; … - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018) 4, pp. 617-638

Persistent link: https://www.econbiz.de/10011971203