Explaining Abnormal Returns in Stock Markets : An Alpha-Neutral Version of the CAPM
Year of publication: |
2018
|
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Authors: | Rocciolo, Francesco |
Other Persons: | Gheno, Andrea (contributor) ; Brooks, Chris (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | CAPM | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 4, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3173138 [DOI] |
Classification: | G12 - Asset Pricing ; g40 ; g41 |
Source: | ECONIS - Online Catalogue of the ZBW |
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