Journal article 1180 views 108 downloads
The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
Fangzhou Huang 
,
Jiao Song,
Nick J. Taylor
,
Jiao Song,
Nick J. Taylor
Quantitative Finance and Economics, Volume: 6, Issue: 3, Pages: 433 - 458
Swansea University Author:
Fangzhou Huang
-
PDF | Version of Record
© 2022 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License
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DOI (Published version): 10.3934/qfe.2022019
Abstract
The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
| Published in: | Quantitative Finance and Economics |
|---|---|
| ISSN: | 2573-0134 |
| Published: |
American Institute of Mathematical Sciences (AIMS)
2022
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa60612 |
| Keywords: |
stock returns; business conditions; commodity market; time-weighted risk; asset pricing |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
3 |
| Start Page: |
433 |
| End Page: |
458 |