Related Books

Fundamental Determinants of National Equity Market Returns
Language: en
Pages: 60
Authors: Wayne E. Ferson
Categories:
Type: BOOK - Published: 2005 - Publisher:

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This paper provides a global asset pricing perspective on the debate over the relation between predetermined attributes of common stocks, such as ratios of pric
Fundamental Determinants of National Equity Market Returns
Language: en
Pages: 44
Authors: Wayne E. Ferson
Categories: International economic relations
Type: BOOK - Published: 1996 - Publisher:

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This paper provides a global asset pricing perspective on the debate over the relation between predetermined attributes of common stocks, such as ratios of pric
An exploratory investigation of the fundamental determinants of national equity market returns
Language: es
Pages: 35
Authors: Wayne E. Ferson
Categories:
Type: BOOK - Published: 1993 - Publisher:

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Determinants of National Stock Market Returns
Language: en
Pages: 92
Authors: Laurence R. Smith
Categories:
Type: BOOK - Published: 1981 - Publisher:

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Sources of Risk and Expected Returns in Global Equity Markets
Language: en
Pages: 56
Authors: Wayne E. Ferson
Categories: Capital assets pricing model
Type: BOOK - Published: 1994 - Publisher:

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This paper empirically examines multifactor asset pricing models for the returns and expected returns on eighteen national equity markets. The factors are chose