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An augmented capital asset pricing model using new macroeconomic determinants

Using the interview results of 26 experienced scholars, managers, and professional stock traders in conjunction with findings of recent studies in economics, we proposed an augmented asset pricing model using the macroeconomic determinants representing the macroeconomic state variables to explain th...

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Bibliografski detalji
Izdano u:Heliyon
Glavni autori: Pham, Chinh Duc, Phuoc, Le Tan
Format: Artigo
Jezik:Inglês
Izdano: Elsevier 2020
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC7578679/
https://ncbi.nlm.nih.gov/pubmed/33102838
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.heliyon.2020.e05185
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