Average correlation and stock market returns
Year of publication: |
2010
|
---|---|
Authors: | Pollet, Joshua M. ; Wilson, Mungo |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 96.2010, 3, p. 364-380
|
Subject: | Korrelation | Correlation | CAPM |
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