A multifactor model of Philippine stock returns using latent macro risk factors

Author: Aquino Rodolfo Q.  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.11, Iss.15, 2004-12, pp. : 961-968

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract