Hazard stocks and expected returns
Year of publication: |
2021
|
---|---|
Authors: | DeLisle, R. Jared ; Ferguson, Michael F. ; Kassa, Haimanot ; Zaynutdinova, Gulnara R. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 125.2021, p. 1-22
|
Subject: | Hazard stocks | Anomalies | Lottery stocks | Max | Mispricing | Equity returns | Tail risk | Information uncertainty | Limits to arbitrage | Asymmetric arbitrage | Börsenkurs | Share price | Risiko | Risk | Kapitaleinkommen | Capital income | Arbitrage | Aktienmarkt | Stock market | Theorie | Theory | Schätzung | Estimation | Glücksspiel | Gambling | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection |
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