Asset-pricing anomalies at the firm level
Year of publication: |
2015
|
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Authors: | Cederburg, Scott ; O'Doherty, Michael |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 1, p. 113-128
|
Subject: | Hierarchical Bayes | Factor models | Asset-pricing anomalies | Schätzung | Estimation | Theorie | Theory | CAPM | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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