Market-Wide Illiquidity and the Volatility of a Model-Free Stochastic Discount Factor
Year of publication: |
2020
|
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Authors: | Abad, David |
Other Persons: | Nieto, Belen (contributor) ; Pascual, Roberto (contributor) ; Rubio, Gonzalo (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | CAPM | Diskontierung | Discounting |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 19, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3601732 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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