Accrual mispricing, value-at-risk, and expected stock returns
Year of publication: |
2021
|
---|---|
Authors: | Simlai, Prodosh |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 4, p. 1487-1517
|
Subject: | Accruals | Value-at-risk | Abnormal returns | Anomalies | Mispricing | Cross-section of returns | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Börsenkurs | Share price | Rückstellung | Accrual | CAPM | Kapitalmarktrendite | Capital market returns | Effizienzmarkthypothese | Efficient market hypothesis | Rechnungsabgrenzung | Accruals and deferrals |
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