Analysis of european stock returns: evidence of a new risk factor

Cesari, Riccardo ; Freo, Marzia (2003) Analysis of european stock returns: evidence of a new risk factor. Bologna, IT: Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna, p. 16. DOI 10.6092/unibo/amsacta/2284. In: Quaderni di Dipartimento. Serie Ricerche ISSN 1973-9346.
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Abstract

Due to increasing importance of industry diversification we analyse the sector risk structure of European stock markets. The presence of a new factor correlated to the new economy statistically explains returns variability in recent years

Abstract
Document type
Monograph (Working Paper)
Creators
CreatorsAffiliationORCID
Cesari, Riccardo
Freo, Marzia
Subjects
ISSN
1973-9346
DOI
Deposit date
08 Jan 2007
Last modified
16 May 2011 12:04
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