Conditional asset pricing and stock market anomalies in Europe
Year of publication: |
2010
|
---|---|
Authors: | Bauer, Rob ; Cosemans, Mathijs ; Schotman, Peter C. |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 16.2010, 2, p. 165-190
|
Subject: | CAPM | Volatilität | Volatility | Aktienmarkt | Stock market | Saisonale Schwankungen | Seasonal variations | Europa | Europe |
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