Do macroeconomic factors matter for stock returns? Evidence from the European automotive industry
This paper applies the multi-index model to explore the sensitivity of the stock return of European automotive companies to some macroeconomic variables. The analysis involves the monthly returns of nine European companies operating in the automotive industry from January 2003 to April 2012 using 15...
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| Format: | article |
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2015
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| Online Access: | http://hdl.handle.net/10725/15016 https://doi.org/10.1504/IJMEF.2015.069170 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://www.inderscienceonline.com/doi/abs/10.1504/IJMEF.2015.069170 |
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