Stock Portfolio Excess Returns and Macroeconomic Variables: An Empirical Analysis of the Singapore Stock Market

Stock Portfolio Excess Returns and Macroeconomic Variables: An Empirical Analysis of the Singapore Stock Market

Economic agents use information in forming their expectations of future returns from holding stock securities. These securities should be priced to reflect the risks due to economywide fluctuations. The information is updated given the realisations of the factors, which are taken as unobservable but...

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書目詳細資料
Main Authors:	Ariff, Mohamed, PHOON, Kok Fai
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 1990
主題:	Business
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/1501 https://doi.org/10.1007/bf01731421
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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