The Effects of Common Macroeconomics Factors on U.S. Stock Returns
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Abstract
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DOI: 10.30784/epfad.1298533
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References listed on IDEAS
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More about this item
Keywords
Stock Return; Fama French; CAPM; Macroeconomic Factors; Principal Component Analysis;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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