Multifactor Asset Pricing Analysis of the Baltic Stock Market
Fuente:
Redalyc
Enregistré dans:
| Auteur principal: | Raimonds Lieksnis |
|---|---|
| Format: | Artículo científico |
| Langue: | en |
| Publié: |
Vilniaus Universitetas
2010
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Capitalization of internally generated intangible assets and its impact on the predictive power of accounting information
par: Machado, Julio Henrique, et autres
Publié: (2026)
par: Machado, Julio Henrique, et autres
Publié: (2026)
Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
par: Oscar De la Torre Torres
Publié: (2013)
par: Oscar De la Torre Torres
Publié: (2013)
Cost of equity capital and country risk: an econometric analysis of the expected rate of return for four Latin American countries
par: Juan Pablo Domínguez H.
Publié: (2007)
par: Juan Pablo Domínguez H.
Publié: (2007)
Comparación de modelos de predicción de retornos accionarios en el Mercado Accionario Chileno: CAPM, FAMA y FRENCH y REWARD BETA
par: Werner Kristjanpoller Rodríguez
Publié: (2010)
par: Werner Kristjanpoller Rodríguez
Publié: (2010)
¿SON LOS ÍNDICES IPC MEXICANO E IBEX35 ESPAÑOL UNA ADECUADA DEFINICIÓN DE CARTERA DE MERCADO? UNA REVISIÓN DE ESTE SUPUESTO EMPLEANDO EL ESTADÍSTICO DE KANDEL Y STAMBUGH EN UN CONTEXTO MUESTRAL
par: Oscar V. De la Torre Torres
Publié: (2013)
par: Oscar V. De la Torre Torres
Publié: (2013)
Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
par: Stephanía Mosquera
Publié: (2016)
par: Stephanía Mosquera
Publié: (2016)
Quantitative easing: a Keynesian critique
par: Thomas I. Palley
Publié: (2011)
par: Thomas I. Palley
Publié: (2011)
Corporate sustainability and asset pricing models: empirical evidence for the Brazilian stock market
par: Vitor Gonçalves de Azevedo
Publié: (2016)
par: Vitor Gonçalves de Azevedo
Publié: (2016)
SPECULATIVE BUBBLE TENDENCIES IN TIME SERIES OF BITCOIN MARKET PRICES
par: Michael Demmler
Publié: (2022)
par: Michael Demmler
Publié: (2022)
Piotroski, Graham and Greenblatt: an Empirical Approach to Value Investing in the Brazilian Stock Market
par: Carlos Henrique Souza Domingues
Publié: (2022)
par: Carlos Henrique Souza Domingues
Publié: (2022)
The effect of asymmetric information risk on returns of stocks traded on the BM&FBOVESPA
par: Leonardo Souza Siqueira
Publié: (2017)
par: Leonardo Souza Siqueira
Publié: (2017)
Performance measurement models and their influence on net fundraising of investment funds
par: Anderson Rocha de J. Fernandes
Publié: (2018)
par: Anderson Rocha de J. Fernandes
Publié: (2018)
A Capacidade Explicativa (Não) Condicional do Beta nas Ações da Euronext Lisboa
par: Isabel Oliveira
Publié: (2019)
par: Isabel Oliveira
Publié: (2019)
Pricing Derivatives Securities with Prior Information on Long- Memory Volatility
par: Francisco Venegas Martínez
Publié: (2003)
par: Francisco Venegas Martínez
Publié: (2003)
Instituições financeiras públicas de fomento: exagero de conservadorismo da política de investimentos?
par: Paulo Rogério F. Matos
Publié: (2010)
par: Paulo Rogério F. Matos
Publié: (2010)
Mandelbrot, fama and the emergence of econophysics
par: Boris Salazar
Publié: (2016)
par: Boris Salazar
Publié: (2016)
Critérios de formação de carteiras de ativos por meio de hierarchical clusters
par: Pierre Lucena
Publié: (2010)
par: Pierre Lucena
Publié: (2010)
DYNAMIC PRICE AS BARGAINING RESULT FOR REVENUE MAXIMIZATION IN RETAIL
par: Indrė Deksnytė
Publié: (2014)
par: Indrė Deksnytė
Publié: (2014)
O MODELO DE 3 FATORES DE FAMA E FRENCH AINDA EXPLICA OS RETORNOS NO MERCADO ACIONÁRIO BRASILEIRO?
par: Ana Cristina Rocha Wardini Rayes
Publié: (2012)
par: Ana Cristina Rocha Wardini Rayes
Publié: (2012)
Análise do efeito não linear do patrimônio líquido no apreçamento de fundos de investimento em ações
par: Paulo Rogério Faustino Matos
Publié: (2012)
par: Paulo Rogério Faustino Matos
Publié: (2012)
Liquidez e precificação de ativos: evidências do mercado brasileiro
par: Márcio André Veras Machado
Publié: (2014)
par: Márcio André Veras Machado
Publié: (2014)
Is Bitcoin Price Driven by Macro-financial Factors and Liquidity? A Global Consumer Survey Empirical Study
par: Shinta Amalina Hazrati Havidz
Publié: (2021)
par: Shinta Amalina Hazrati Havidz
Publié: (2021)
Cost analysis of a blueberry producing farm in the Cundiboyacense highlands, Colombia: A case study
par: Fernando Peña Baracaldo
Publié: (2023)
par: Fernando Peña Baracaldo
Publié: (2023)
CONDITIONAL CORRELATION BETWEEN OIL AND STOCK MARKET RETURNS: THE CASE OF MEXICO
par: Arturo Lorenzo Valdés
Publié: (2012)
par: Arturo Lorenzo Valdés
Publié: (2012)
Recent movement of oil prices and future scenarios
par: Fernando Antonio Lucena Aiube
Publié: (2019)
par: Fernando Antonio Lucena Aiube
Publié: (2019)
Artificial Neural Networks for Predicting Real Estate Price
par: Julia M. Núñez Tabales
Publié: (2013)
par: Julia M. Núñez Tabales
Publié: (2013)
Financial Innovation
Publié: (2017)
Publié: (2017)
PAYOUT INCREMENTAL E O MODELO DE TRÊS FATORES DE FAMA E FRENCH
par: KLIVER LAMARTHINE ALVES CONFESSOR
Publié: (2020)
par: KLIVER LAMARTHINE ALVES CONFESSOR
Publié: (2020)
Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia*
par: Martha López
Publié: (2023)
par: Martha López
Publié: (2023)
An examination of short-run performance of IPOs using Extreme Bounds Analysis
par: Muhammad Zubair Mumtaz
Publié: (2016)
par: Muhammad Zubair Mumtaz
Publié: (2016)
Negative Real Balance Effects in the Presence of Involuntary Unemployment
par: Yasuhito Tanaka
Publié: (2021)
par: Yasuhito Tanaka
Publié: (2021)
PRICE SETTING IN LITHUANIA: MORE EVIDENCE FROM THE SURVEY OF FIRMS
par: Ernestas Virbickas
Publié: (2011)
par: Ernestas Virbickas
Publié: (2011)
A model to measure the effects of exchange rate variations on prices
par: Nooraddin Sharify
Publié: (2022)
par: Nooraddin Sharify
Publié: (2022)
Ações e Fundos de Investimento em Ações: Fatores de Risco Comuns?
par: Paulo Rogério Faustino Matos
Publié: (2009)
par: Paulo Rogério Faustino Matos
Publié: (2009)
Estimating the Price Elasticity of Demand for Cannabis: A Geographical and Crowdsourced Approach
par: Dennis Halcoussis
Publié: (2017)
par: Dennis Halcoussis
Publié: (2017)
No jardim das delícias: os dilemas de Brigitte Bardot no Rio de Janeiro
par: EVERARDO ROCHA
Publié: (2019)
par: EVERARDO ROCHA
Publié: (2019)
EXPLAINING THE CHANGES OF AGRICULTURE LAND PRICES IN LITHUANIA
par: Virgilijus Rutkauskas
Publié: (2018)
par: Virgilijus Rutkauskas
Publié: (2018)
On the estimation of the price elasticity of electricity demand in the manufacturing industry of Colombia
par: Jorge Barrientos
Publié: (2018)
par: Jorge Barrientos
Publié: (2018)
Problemas de estimação de custo de capital de empresas concessionárias no Brasil: uma aplicação à regulamentação de concessões rodoviárias
par: Antonio Zoratto Sanvicente
Publié: (2012)
par: Antonio Zoratto Sanvicente
Publié: (2012)
Asset growth and stock return: evidence in the Brazilian market
par: Márcio André Veras Machado
Publié: (2018)
par: Márcio André Veras Machado
Publié: (2018)
Documents similaires
-
Capitalization of internally generated intangible assets and its impact on the predictive power of accounting information
par: Machado, Julio Henrique, et autres
Publié: (2026) -
Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
par: Oscar De la Torre Torres
Publié: (2013) -
Cost of equity capital and country risk: an econometric analysis of the expected rate of return for four Latin American countries
par: Juan Pablo Domínguez H.
Publié: (2007) -
Comparación de modelos de predicción de retornos accionarios en el Mercado Accionario Chileno: CAPM, FAMA y FRENCH y REWARD BETA
par: Werner Kristjanpoller Rodríguez
Publié: (2010) -
¿SON LOS ÍNDICES IPC MEXICANO E IBEX35 ESPAÑOL UNA ADECUADA DEFINICIÓN DE CARTERA DE MERCADO? UNA REVISIÓN DE ESTE SUPUESTO EMPLEANDO EL ESTADÍSTICO DE KANDEL Y STAMBUGH EN UN CONTEXTO MUESTRAL
par: Oscar V. De la Torre Torres
Publié: (2013)