Conditioning information and cross-sectional anomalies
Year of publication: |
2014
|
---|---|
Authors: | Gubellini, Stefano |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 43.2014, 3, p. 529-569
|
Subject: | Conditional CAPM | Time-varying patterns | Anomalies | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income |
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