Investment horizon and the cross section of expected returns : evidence from the Tokyo Stock Exchange
Year of publication: |
2000
|
---|---|
Authors: | Chou, Pin-huang ; Hsu, Yuan-lin ; Zhou, Guofu |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 1.2000, 1, p. 79-100
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Betafaktor | Beta risk |
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