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The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment

Fangzhou Huang Orcid Logo, Jiao Song, Nick J. Taylor

Quantitative Finance and Economics, Volume: 6, Issue: 3, Pages: 433 - 458

Swansea University Author: Fangzhou Huang Orcid Logo

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DOI (Published version): 10.3934/qfe.2022019

Published in: Quantitative Finance and Economics
ISSN: 2573-0134
Published: American Institute of Mathematical Sciences (AIMS) 2022
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URI: https://cronfa.swan.ac.uk/Record/cronfa60612
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last_indexed 2023-01-13T19:20:52Z
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title The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
spellingShingle The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
Fangzhou Huang
title_short The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_full The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_fullStr The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_full_unstemmed The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_sort The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
author_id_str_mv 056c3ea10b44f9eb5b15e965119478de
author_id_fullname_str_mv 056c3ea10b44f9eb5b15e965119478de_***_Fangzhou Huang
author Fangzhou Huang
author2 Fangzhou Huang
Jiao Song
Nick J. Taylor
format Journal article
container_title Quantitative Finance and Economics
container_volume 6
container_issue 3
container_start_page 433
publishDate 2022
institution Swansea University
issn 2573-0134
doi_str_mv 10.3934/qfe.2022019
publisher American Institute of Mathematical Sciences (AIMS)
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2022-07-22T05:05:14Z
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