Aggregate jump and volatility risk in the cross-section of stock returns
Year of publication: |
2015
|
---|---|
Authors: | Cremers, Martijn ; Halling, Michael ; Weinbaum, David |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 70.2015, 2, p. 577-614
|
Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Risikoprämie | Risk premium | Spekulation | Speculation | USA | United States | 1988-2011 |
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