Jumps in cross-sectional rank and expected returns : a mixture model
Year of publication: |
2008
|
---|---|
Authors: | González-Rivera, Gloria ; Lee, Tae-hwy ; Mishra, Santosh |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 23.2008, 5, p. 585-606
|
Subject: | Kapitaleinkommen | Capital income | Ranking-Verfahren | Ranking method | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | CAPM |
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