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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7578679/ https://www.ncbi.nlm.nih.gov/pubmed/33102838 http://dx.doi.org/10.1016/j.heliyon.2020.e05185 |