Firm characteristics, consumption risk, and firm-level risk exposures
Year of publication: |
August 2017
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Authors: | Dittmar, Robert F. ; Lundblad, Christian |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 125.2017, 2, p. 326-343
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Subject: | Consumption-based asset pricing | Anomalies | Firm-level cost of capital | CAPM | Kapitalkosten | Cost of capital | Risikoprämie | Risk premium | Risiko | Risk | Schätzung | Estimation | Privater Konsum | Private consumption | Kapitaleinkommen | Capital income | Konsum | Consumption | Börsenkurs | Share price |
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