An Application of Factor Pricing Models to the Polish Stock Market-Reference-Cited by-同舟云学术

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An Application of Factor Pricing Models to the Polish Stock Market

Published:2018-10-15 Issue:9 Volume:55 Page:2039-2056
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Zaremba Adam¹²^ORCID,Czapkiewicz Anna³,Szczygielski Jan Jakub⁴,Kaganov Vitaly⁵

Affiliation:

1. Department of Investment and Capital Markets, Faculty of Management, Poznan University of Economics and Business, Poznan, Poland

2. Dubai Business School, University of Dubai, Academic City, Dubai, United Arab Emirates

3. Department of Applications of Mathematics in Economics, AGH University of Science and Technology, Krakow, Poland

4. Department of Financial Management, University of Pretoria, Pretoria, South Africa

5. Faculty of Economics, Poznan University of Economics and Business, Poznan, Poland

Funder

National Science Centre of Poland

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2018.1517042

Reference62 articles.

1. Momentum in Japan: The Exception that Provesthe Rule

2. The Devil in HML’s Details

3. Value and Momentum Everywhere

4. Accruals, cash flows, and operating profitability in the cross section of stock returns

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