Selected approaches for testing asset pricing models using Polish stock market data (Q2825668)
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scientific article; zbMATH DE number 6638478
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Selected approaches for testing asset pricing models using Polish stock market data |
scientific article; zbMATH DE number 6638478 |
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Selected approaches for testing asset pricing models using Polish stock market data (English)
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13 October 2016
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Fama-French three-factor model
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systematic risk
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risk premium
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Warsaw Stock Exchange
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small sample problem
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0.7067420482635498
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0.7017748355865479
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0.693618655204773
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0.6932536959648132
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