Are macroeconomic factors adequate proxies for systematic...

Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective

Szczygielski, Jan J., Brümmer, Leon M., Wolmarans, Hendrik P., Zaremba, Adam
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Volume:
49
Journal:
Investment Analysts Journal
DOI:
10.1080/10293523.2020.1723854
Date:
January, 2020
File:
PDF, 2.16 MB
2020
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