Learning about the consumption risk exposure of firms
Year of publication: |
2024
|
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Authors: | Kim, Yongjin ; Kuehn, Lars-Alexander ; Li, Kai |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1460384-6. - Vol. 152.2024, Art.-No. 103759, p. 1-21
|
Subject: | Bayesian learning | Investment-based asset pricing | Parameter uncertainty | SMM | Systematic consumption risk | Theorie | Theory | Risiko | Risk | Lernprozess | Learning process | CAPM | Bayes-Statistik | Bayesian inference |
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