Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Year of publication: |
2006
|
---|---|
Authors: | Connolly, Robert A. ; Stivers, Christopher T. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 13.2006, 1, p. 79-112
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitaleinkommen | Capital income | USA | United States | 1985-1999 |
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