Does aggregate uncertainty explain size and value anomalies?
Sofiane Aboura, Y. Eser Arisoy
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Aboura, Sofiane ; Arisoy, Yakup Eser |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 31/33, p. 3214-3230
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| Subject: | Uncertainty | vol-of-vol | VVIX | size | value | Risiko | Risk | Theorie | Theory | Schätzung | Estimation | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1257107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774674