Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms (Q702224)
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scientific article; zbMATH DE number 2128591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms |
scientific article; zbMATH DE number 2128591 |
Statements
Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms (English)
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17 January 2005
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CAPM
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cross-holdings
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Fama and MacBeth test
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financial sector
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GMM
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Hansen and Jagannathan distance measure
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market portfolio
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multi-factor model
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