Asymmetric risk premium in value and growth stocks
Year of publication: |
2006
|
---|---|
Authors: | Black, Angela J. ; McMillan, David G. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 15.2006, 3, p. 237-246
|
Subject: | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States |
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