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Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market Cover

Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market

Business Systems Research Journal
Volume 1 (2010): Issue 1-2 (January 2010)
By: Dubravka Benaković and  Petra Posedel  
Open Access
|Sep 2012

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DOI: https://doi.org/10.2478/v10305-012-0023-z | Journal eISSN: 1847-9375 | Journal ISSN: 1847-8344
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Language: English
Page range: 39 - 46
Published on: Sep 19, 2012
Published by: IRENET - Society for Advancing Innovation and Research in Economy
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
Factor models,
risk premium,
stock returns,
estimated sensitivities,
regression analysis
Related subjects:
Business and economics,
Business management,
Management, organization, corporate governance,
Business management, other,
Mathematics and statistics for economists,
Mathematics

© 2012 Dubravka Benaković, Petra Posedel, published by IRENET - Society for Advancing Innovation and Research in Economy
This work is licensed under the Creative Commons License.

Volume 1 (2010): Issue 1-2 (January 2010)