Cross-sectional dispersion and expected returns
Thanos Verousis and Nikolaos Voukelatos
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Verousis, Thanos ; Voukelatos, Nikolaos |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 813-826
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| Subject: | Cross-sectional dispersion | Cross section of stock returns | Pricing factor | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1414515 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011907946