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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
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URI: https://cronfa.swan.ac.uk/Record/cronfa60612
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first_indexed 2022-07-24T16:17:04Z
last_indexed 2023-01-13T19:20:52Z
id cronfa60612
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spelling 2022-08-15T14:14:04.3865230 v2 60612 2022-07-24 The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment 056c3ea10b44f9eb5b15e965119478de 0000-0002-3789-8593 Fangzhou Huang Fangzhou Huang true false 2022-07-24 BAF Journal Article Quantitative Finance and Economics 6 3 433 458 American Institute of Mathematical Sciences (AIMS) 2573-0134 stock returns; business conditions; commodity market; time-weighted risk; asset pricing 22 7 2022 2022-07-22 10.3934/qfe.2022019 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2022-08-15T14:14:04.3865230 2022-07-24T17:09:43.2444901 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Fangzhou Huang 0000-0002-3789-8593 1 Jiao Song 2 Nick J. Taylor 3 60612__24924__84ec134fd29d4902a3fac269c34cc699.pdf 60612.pdf 2022-08-15T14:12:49.5509994 Output 761028 application/pdf Version of Record true © 2022 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License true eng http://creativecommons.org/licenses/by/4.0
title The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
spellingShingle The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
Fangzhou Huang
title_short The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_full The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_fullStr The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_full_unstemmed The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
title_sort The impact of business conditions and commodity market on US stock returns: An asset pricing modelling experiment
author_id_str_mv 056c3ea10b44f9eb5b15e965119478de
author_id_fullname_str_mv 056c3ea10b44f9eb5b15e965119478de_***_Fangzhou Huang
author Fangzhou Huang
author2 Fangzhou Huang
Jiao Song
Nick J. Taylor
format Journal article
container_title Quantitative Finance and Economics
container_volume 6
container_issue 3
container_start_page 433
publishDate 2022
institution Swansea University
issn 2573-0134
doi_str_mv 10.3934/qfe.2022019
publisher American Institute of Mathematical Sciences (AIMS)
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2022-07-22T04:18:52Z
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score 10.998616

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