Long- and Short-Run Components of Factor Betas : Implications for Stock Pricing
Year of publication: |
2020
|
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Authors: | Asgharian, Hossein |
Other Persons: | Christiansen, Charlotte (contributor) ; Hou, Ai Jun (contributor) ; Wang, Weining (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | CAPM | Betafaktor | Beta risk |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 12, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3046548 [DOI] |
Classification: | G12 - Asset Pricing ; c58 ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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