Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Year of publication: |
2020
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Authors: | Guidolin, Massimo ; Ricci, Andrea |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 76.2020, p. 1-11
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Subject: | Arbitrage risk | Arbitrage asymmetries | Idiosyncratic volatility | Cross section of stock returns | Large caps | Schätzung | Estimation | Arbitrage | Kapitaleinkommen | Capital income | Volatilität | Volatility | EU-Staaten | EU countries | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
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