Multifactor Asset Pricing Analysis of the Baltic Stock Market
This study investigates whether the Fama–French three-factor asset pricing model is applicable for explaining cross-sectional returns of stocks listed in the Baltic stock exchanges. Findings confirm the validity and economic significance of the three-factor model for the Baltic stock market: only in...
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| Опубликовано в:: | Ekonomika |
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| Главный автор: | |
| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Vilniaus Universitetas
2010
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| Предметы: | |
| Online-ссылка: | https://www.redalyc.org/articulo.oa?id=692273742006 |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
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