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The determinants of risk premia on the Italian stock market : empirical evidence on common factors in asset pricing models

Brighi, Paola; D'Addona, Stefano; Della Bina, Antonio … - In: Economic notes : economic review of Banca Monte dei … 42 (2013) 2, pp. 103-133

Persistent link: https://www.econbiz.de/10009784822

The Determinants of Risk Premia on the Italian Stock Market : Empirical Evidence on Common Factors in Asset Pricing Models

Brighi, Paola - 2012

We study the pricing factor structure of Italian equity returns using 25 years of data. A two-step empirical analysis is provided where first we estimate an unrestricted multifactor model to test if there is any evidence of misspecification. Then, we estimate the restricted model through the...

Persistent link: https://www.econbiz.de/10013097193

Long-run risk and money market rates : an empirical assessment

D'Addona, Stefano - In: Macroeconomic dynamics 21 (2017) 4, pp. 1096-1117

Persistent link: https://www.econbiz.de/10011805440

Information quality and stock returns revisited

Brevik, Frode; D'Addona, Stefano - 2005

Persistent link: https://www.econbiz.de/10003242859

Information quality and stock returns revisited

Brevik, Frode (contributor); D'Addona, Stefano (contributor) - 2005

Persistent link: https://www.econbiz.de/10003258851