Idiosyncratic risk clustering and stock market returns
Year of publication: |
2017
|
---|---|
Authors: | Zeng, Kailin |
Published in: |
Essays on empirical asset pricing. - Frankfurt am Main. - 2017, p. 97-145
|
Subject: | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Unternehmen | Enterprise | Erwartungsbildung | Expectation formation | Clusteranalyse | Cluster analysis | Schätzung | Estimation | USA | United States | 1963-2013 |
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