Calendar cycles, infrequent decisions, and the cross section of stock returns
Year of publication: |
2012
|
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Authors: | Jagannathan, Ravi ; Marakani, Srikant ; Takehara, Hitoshi ; Wang, Yong |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 58.2012, 3, p. 507-522
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Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | CAPM | Inflationserwartung | Inflation expectations | Großbritannien | United Kingdom | Theorie der Arbeitslosigkeit | Unemployment theory | Japan |
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