Cross-sectional return dispersion and time variation in value and momentum premiums
Chris Stivers and Licheng Sun
| Year of publication: |
2010
|
|---|---|
| Authors: | Stivers, Christopher T. ; Sun, Licheng |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 4, p. 987-1014
|
| Subject: | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Marktwert | Market value | Momentenmethode | Method of moments | Risikomaß | Risk measure | 1962-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008758056