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...
Guardat en:
| Publicat a: | Ekonomika |
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| Autor principal: | |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Vilniaus Universitetas
2010
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=692273742006 |
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