EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Carhart model"
Narrow search

Narrow search

Year of publication
Subject
All
Carhart model 4 Börsenkurs 2 Share price 2 Aktienmarkt 1 Asset Pricing 1 CAPM 1 Capital income 1 Capital market returns 1 Carhart Model 1 Fama and French model 1 Fama-French Five-Factor Model 1 Fama-French factors 1 Fama-French three-factor model 1 GMM 1 HML 1 India 1 Indien 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Market states 1 SMB 1 Stock market 1 Vice investing 1 WML 1 asset pricing 1 book-to-market 1 macroeconomic pricing factors 1 momentum 1 size 1 vice investing 1
more ... less ...
Online availability
All
Free 3 Undetermined 1
Type of publication
All
Article 3 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 3 Undetermined 2
Author
All
Aretz, Kevin 1 Bartram, Söhnke M. 1 Bina, Antonio Carlo Francesca Della 1 Brighi, Paola 1 D'Addona, Stefano 1 Kumar, Santosh 1 Pope, Peter F. 1 Richey, Greg 1 Richey, Greg M. 1 Tavishi, Tavu 1
more ... less ...
Institution
All
Centro di Ricerca sull'Economia delle Istituzioni (CREI), Università degli Studi di Roma 3 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Economics & finance notes 1 Journal of Applied Management and Investments 1 MPRA Paper 1 Managerial finance 1 Working Papers / Centro di Ricerca sull'Economia delle Istituzioni (CREI), Università degli Studi di Roma 3 1
Source
All
RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
Cover Image
An empirical testing of Carhart model in Indian stock market
Kumar, Santosh; Tavishi, Tavu - In: Economics & finance notes 9 (2020) 1, pp. 65-100
Persistent link: https://ebtypo.dmz1.zbw/10012805687
Saved in:
Cover Image
Can Naughty Be Nice for Investors: A Multifactor Examination of Vice Stocks
Richey, Greg M. - In: Journal of Applied Management and Investments 3 (2014) 3, pp. 162-169
This article examines the return characteristics of a portfolio of U.S. “vice stocks,” those of firms that manufacture and sell socially irresponsible products such as alcohol, tobacco, gaming and national defense services. First of all, I construct a portfolio using the daily returns of...
Persistent link: https://ebtypo.dmz1.zbw/10010990960
Saved in:
Cover Image
Fewer reasons to sin : a five-factor investigation of vice stock returns
Richey, Greg - In: Managerial finance 43 (2017) 9, pp. 1016-1033
Persistent link: https://ebtypo.dmz1.zbw/10011791920
Saved in:
Cover Image
LONG-RUN EVIDENCE USING MULTIFACTOR ASSET PRICING MODELS
D'Addona, Stefano; Brighi, Paola; Bina, Antonio Carlo … - Centro di Ricerca sull'Economia delle Istituzioni … - 2011
We study the pricing factor structure of Italian equity returns. Using 25 years of data, we focus on a classical four factors model. A two step empirical analysis is provided where first we estimate an unrestricted multi-factor model to test if there is any evidence of misspecification. Then, we...
Persistent link: https://ebtypo.dmz1.zbw/10009366843
Saved in:
Cover Image
Macroeconomic Risks and Characteristic-Based Factor Models
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - Volkswirtschaftliche Fakultät, … - 2010
We show that book-to-market, size, and momentum capture cross-sectional variation in exposures to a broad set of macroeconomic factors identified in the prior literature as potentially important for pricing equities. The factors considered include innovations in economic growth expectations,...
Persistent link: https://ebtypo.dmz1.zbw/10011107928
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...