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The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment

Fangzhou Huang Orcid Logo, Jiao Song, Nick J. Taylor

Quantitative Finance and Economics, Volume: 6, Issue: 3, Pages: 433 - 458

Swansea University Author: Fangzhou Huang Orcid Logo

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DOI (Published version): 10.3934/qfe.2022019

Published in: Quantitative Finance and Economics
ISSN: 2573-0134
Published: American Institute of Mathematical Sciences (AIMS) 2022
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa60612
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Keywords: stock returns; business conditions; commodity market; time-weighted risk; asset pricing
College: Faculty of Humanities and Social Sciences
Issue: 3
Start Page: 433
End Page: 458