Default Risk, Idiosyncratic Coskewness and Equity Returns
Year of publication: |
2010
|
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Authors: | Chabi-Yo, Fousseni |
Other Persons: | Yang, Jun (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | Kreditrisiko | Credit risk | Volatilität | Volatility | Risiko | Risk | Kapitalanlage | Financial investment | Risikoprämie | Risk premium | CAPM |
Extent: | 1 Online-Ressource (50 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 16, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1572661 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
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