Asset pricing : a tale of two days
Year of publication: |
2014
|
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Authors: | Savor, Pavel ; Wilson, Mungo |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 113.2014, 2, p. 171-201
|
Subject: | Cross-section of returns | CAPM | Announcements | Risk | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Theorie | Theory | Risikoprämie | Risk premium | Schätzung | Estimation |
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