The information content of US stock market factors
<h3>Purpose </h3><p dir="ltr">The purpose of this paper is to consider the economic information content within several popular stock market factors and to the extent to which their movements are both explained by economic variables and can explain future output growth. &l...
محفوظ في:
| المؤلف الرئيسي: | Mohammed M. Elgammal (17316970) (author) |
|---|---|
| مؤلفون آخرون: | Fatma Ehab Ahmed (20278131) (author), David G. McMillan (4499857) (author) |
| منشور في: |
2020
|
| الموضوعات: | |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
مواد مشابهة
-
Implementing the three factor model of Fama and French on Kuwait's equity market
حسب: Al-Rayes, Fatima
منشور في: (2009) -
Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19
حسب: Umar Nawaz Kayani (17131781)
منشور في: (2024) -
A Study on the Factors Affecting the Auto Indices of the Indian Stock Markets – An ARDL Cointegration Approach
حسب: Alexander, Rhoda
منشور في: (2020) -
Investor sentiment and stock price crash risk: The mediating role of analyst herding
حسب: Usman Bashir (3312489)
منشور في: (2024) -
Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study
حسب: Mohamed Abdelaziz Eissa (22046342)
منشور في: (2024)