Is the investment factor a proxy for time-varying investment opportunities? : the US and international evidence
Year of publication: |
2014
|
---|---|
Authors: | Huang, Lin ; Wang, Zijun |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 44.2014, p. 219-232
|
Subject: | Investment factor | ICAPM | Investment opportunities | GARCH | MIDAS | USA | United States | Kapitaleinkommen | Capital income | CAPM | Investition | Investment | Auslandsinvestition | Foreign investment | ARCH-Modell | ARCH model | Volatilität | Volatility | Großbritannien | United Kingdom | Investitionspolitik | Investment policy |
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