Artikel
Analysis of industry risk premium with MVS three dimensions vector factor model
It is very important to identify deviation mechanism of price volatility of an industry asset and the affecting factors, and it is important to give the reasonable explanation and measurement to the abnormality of price volatility of the industry asset. This paper adopts heterogeneous panel and exploratory factor analysis methods, measuring industry risk by industry risk premium index, and constructs an industry MVS three dimensions vector factor model to analyze the factors consistent and affecting extent to industry risk. Furthermore, this paper analyzes simultaneously the linkage effect and working mechanism of multi-industries risks and gives an empirical research to determinants mechanism affecting industry risk.
- Language
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Englisch
- Bibliographic citation
-
Journal: Cogent Economics & Finance ; ISSN: 2332-2039 ; Volume: 5 ; Year: 2017 ; Issue: 1 ; Pages: 1-18 ; Abingdon: Taylor & Francis
- Classification
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Wirtschaft
- Subject
-
industry risk
noise investor irrational sentiment
industry MVS model
- Event
-
Geistige Schöpfung
- (who)
-
Sun, Feng
Liu, Cheng
Zhou, Xiaoguang
- Event
-
Veröffentlichung
- (who)
-
Taylor & Francis
- (where)
-
Abingdon
- (when)
-
2017
- DOI
-
doi:10.1080/23322039.2017.1374814
- Handle
- Last update
- 10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Sun, Feng
- Liu, Cheng
- Zhou, Xiaoguang
- Taylor & Francis
Time of origin
- 2017
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