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Disentangling beta and value premium using macroeconomic risk factors

Authors :
Espe, William
Simlai, Pradosh
Source :
Business Economics. April, 2012, Vol. 47 Issue 2, p135, 15 p.
Publication Year :
2012

Abstract

In this paper, ire study the time-varying total risk of value and growth clocks. The objective is 10 investigate the contention that the market factor's ability to explain the value [...]

Subjects

Subjects :
Stock markets -- Forecasts and trends
Portfolio management -- Analysis
Macroeconomics -- Analysis
Stock market
Market trend/market analysis
Business
Economics

Details

Language :
English
ISSN :
0007666X
Volume :
47
Issue :
2
Database :
Gale General OneFile
Journal :
Business Economics
Publication Type :
Academic Journal
Accession number :
edsgcl.290067619
Full Text :
https://doi.org/10.1057/be.2012.6
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