Six-factor plus intellectual capital in the capital asset pricing model and excess stock return: Empirical evidence in emerging stock markets
Author:
Affiliation:
1. Department of Accounting, University of Airlangga, Surabaya, Indonesia
2. Department of Accounting, Universitas Muhammadiyah Jember, Jember, Indonesia
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2023.2252652
Reference44 articles.
1. The Influence of Fundamental Factors and Systematic Risk to Stock Prices on Companies Listed in the Indonesian Stock Exchange
2. Downside Risk-Based Six-Factor Capital Asset Pricing Model (CAPM): A New Paradigm in Asset Pricing
3. Pricing the common stocks in an emerging capital market: Comparison of the factor models
4. A large-scale approach for evaluating asset pricing models
5. Discussion of Market-Based Empirical Research in Accounting: A Review, Interpretation, and Extension
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Bank performance – what are the main roles of the human capital and asset diversification? Evidence from France;EuroMed Journal of Business;2024-09-13
2. Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market;International Journal of Financial Studies;2023-12-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3