Characteristic-Based Covariances and Cross-Sectional Expected Returns
Year of publication: |
2011
|
---|---|
Authors: | Gao, George |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | CAPM | Korrelation | Correlation | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (87 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1786911 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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