Search results
-
-
Title
-
Introducing Non-Linearities and Interaction Terms in a Conditional Asset Pricing Model
-
Author
-
Rask, Kristoffer
-
Date Created
-
2016
-
Subjects--Topical
-
Finance, Economics
-
Description
-
Throughout history of the conditional asset pricing literature the goal has been to find the best possible model to explain what determines a firm’s expected stock return. In Dickson (2015) the variables that prove to be best at explaining a firm’...