FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2921897164> ?p ?o ?g. }

• W2921897164 endingPage "346" @default.
• W2921897164 startingPage "325" @default.
• W2921897164 abstract "While most asset pricing models assume the perspective of the representative investor, the globalization of financial markets makes it difficult to know who the investors whose marginal utility determines market prices really are. Since the majority of investment in European financial markets comes from European countries, we study the performance of the consumption-capital asset pricing model (CCAPM) in the equity markets of the three largest European economies: France, Germany and the United Kingdom. For each nation, we price 25 portfolios sorted by size and book-to-market equity, 30 industry portfolios and 25 portfolios sorted by ROE and asset growth, using both domestic and foreign consumption growth as factors. In order to account for the variability of the parameters over time, we employ a scaled factor model, with the domestic consumer confidence index (CCI) and the consumption-wealth ratio (cay) as instruments. We show that the multi-CCAPM scaled by the CCI performs significantly better than the classic CCAPM, providing results comparable to those of the Fama-French five-factor model." @default.
• W2921897164 created "2019-03-22" @default.
• W2921897164 creator A5015311621 @default.
• W2921897164 creator A5069470623 @default.
• W2921897164 creator A5086492171 @default.
• W2921897164 date "2020-02-01" @default.
• W2921897164 modified "2023-10-17" @default.
• W2921897164 title "European equity markets: Who is the truly representative investor?" @default.
• W2921897164 cites W1511548726 @default.
• W2921897164 cites W1574786337 @default.
• W2921897164 cites W1596389799 @default.
• W2921897164 cites W1612761368 @default.
• W2921897164 cites W1826265164 @default.
• W2921897164 cites W1970035215 @default.
• W2921897164 cites W1983104153 @default.
• W2921897164 cites W1984464125 @default.
• W2921897164 cites W1985018066 @default.
• W2921897164 cites W1994696417 @default.
• W2921897164 cites W1995834279 @default.
• W2921897164 cites W2011696830 @default.
• W2921897164 cites W2020255166 @default.
• W2921897164 cites W2021437927 @default.
• W2921897164 cites W2026416443 @default.
• W2921897164 cites W2026605399 @default.
• W2921897164 cites W2066364675 @default.
• W2921897164 cites W2073465757 @default.
• W2921897164 cites W2085647375 @default.
• W2921897164 cites W2089556049 @default.
• W2921897164 cites W2093503007 @default.
• W2921897164 cites W2119143694 @default.
• W2921897164 cites W2122298188 @default.
• W2921897164 cites W2123518587 @default.
• W2921897164 cites W2128475248 @default.
• W2921897164 cites W2129525919 @default.
• W2921897164 cites W2151036863 @default.
• W2921897164 cites W2157638220 @default.
• W2921897164 cites W2162976621 @default.
• W2921897164 cites W2170415678 @default.
• W2921897164 cites W2170556543 @default.
• W2921897164 cites W2552844899 @default.
• W2921897164 cites W3121401171 @default.
• W2921897164 cites W3121559813 @default.
• W2921897164 cites W3121790069 @default.
• W2921897164 cites W3121865372 @default.
• W2921897164 cites W3121870071 @default.
• W2921897164 cites W3121899771 @default.
• W2921897164 cites W3122909691 @default.
• W2921897164 cites W3123178375 @default.
• W2921897164 cites W3123287257 @default.
• W2921897164 cites W3123403882 @default.
• W2921897164 cites W3123957507 @default.
• W2921897164 cites W3124485385 @default.
• W2921897164 cites W3124684890 @default.
• W2921897164 cites W3124704119 @default.
• W2921897164 cites W3124955099 @default.
• W2921897164 cites W3125782198 @default.
• W2921897164 cites W3126059480 @default.
• W2921897164 cites W4237239309 @default.
• W2921897164 cites W4240640809 @default.
• W2921897164 doi "https://doi.org/10.1016/j.qref.2019.02.003" @default.
• W2921897164 hasPublicationYear "2020" @default.
• W2921897164 type Work @default.
• W2921897164 sameAs 2921897164 @default.
• W2921897164 citedByCount "3" @default.
• W2921897164 countsByYear W29218971642020 @default.
• W2921897164 countsByYear W29218971642023 @default.
• W2921897164 crossrefType "journal-article" @default.
• W2921897164 hasAuthorship W2921897164A5015311621 @default.
• W2921897164 hasAuthorship W2921897164A5069470623 @default.
• W2921897164 hasAuthorship W2921897164A5086492171 @default.
• W2921897164 hasConcept C10138342 @default.
• W2921897164 hasConcept C106159729 @default.
• W2921897164 hasConcept C139719470 @default.
• W2921897164 hasConcept C143910263 @default.
• W2921897164 hasConcept C144024400 @default.
• W2921897164 hasConcept C162324750 @default.
• W2921897164 hasConcept C17744445 @default.
• W2921897164 hasConcept C181236170 @default.
• W2921897164 hasConcept C182306322 @default.
• W2921897164 hasConcept C19244329 @default.
• W2921897164 hasConcept C199539241 @default.
• W2921897164 hasConcept C199728807 @default.
• W2921897164 hasConcept C30772137 @default.
• W2921897164 hasConcept C36289849 @default.
• W2921897164 hasConcept C556758197 @default.
• W2921897164 hasConcept C96405632 @default.
• W2921897164 hasConceptScore W2921897164C10138342 @default.
• W2921897164 hasConceptScore W2921897164C106159729 @default.
• W2921897164 hasConceptScore W2921897164C139719470 @default.
• W2921897164 hasConceptScore W2921897164C143910263 @default.
• W2921897164 hasConceptScore W2921897164C144024400 @default.
• W2921897164 hasConceptScore W2921897164C162324750 @default.
• W2921897164 hasConceptScore W2921897164C17744445 @default.
• W2921897164 hasConceptScore W2921897164C181236170 @default.
• W2921897164 hasConceptScore W2921897164C182306322 @default.
• W2921897164 hasConceptScore W2921897164C19244329 @default.
• W2921897164 hasConceptScore W2921897164C199539241 @default.
• W2921897164 hasConceptScore W2921897164C199728807 @default.

• next