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The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

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  • PAOLA BRIGHI
  • STEFANO d'ADDONA
  • ANTONIO CARLO FRANCESCO DELLA BINA

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  • PAOLA BRIGHI & STEFANO d'ADDONA & ANTONIO CARLO FRANCESCO DELLA BINA, 2013. "The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 42(2), pages 103-133, July.
    • Handle: RePEc:bla:ecnote:v:42:y:2013:i:2:p:103-133
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    1. Juan Antonio Rodríguez‐Sanz & Eleuterio Vallelado & Miguel Fernández‐Martín, 2024. "Risk analysis of Spanish companies," Global Policy, London School of Economics and Political Science, vol. 15(S1), pages 76-91, March.

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