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...
Saved in:
| Main Author: | Mohammed M. Elgammal (17316970) (author) |
|---|---|
| Other Authors: | Fatma Ehab Ahmed (20278131) (author), David G. McMillan (4499857) (author) |
| Published: |
2020
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Implementing the three factor model of Fama and French on Kuwait's equity market
by: Al-Rayes, Fatima
Published: (2009) -
Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19
by: Umar Nawaz Kayani (17131781)
Published: (2024) -
A Study on the Factors Affecting the Auto Indices of the Indian Stock Markets – An ARDL Cointegration Approach
by: Alexander, Rhoda
Published: (2020) -
Investor sentiment and stock price crash risk: The mediating role of analyst herding
by: Usman Bashir (3312489)
Published: (2024) -
Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study
by: Mohamed Abdelaziz Eissa (22046342)
Published: (2024)