Asset pricing with empirical, zero-beta, macro and state variables in international equity markets
Thesis
Abdullah, M. (in press). Asset pricing with empirical, zero-beta, macro and state variables in international equity markets. (Thesis). The University of Salford
This study aims to improve asset pricing by using empirical, zero-beta, macro and state variables. Firstly, we improve asset pricing with empirical factors as we find the gap that the five-factor model augmented with momentum factor, is yet to be exa... Read More about Asset pricing with empirical, zero-beta, macro and state variables in international equity markets.