Market-wide Misvaluation and the Value Premium
Year of publication: |
[2021]
|
---|---|
Authors: | Cassella, Stefano ; Chen, Zhaojing ; Gulen, Huseyin ; Petkova, Ralitsa |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Unternehmensbewertung | Firm valuation | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (74 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 23, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3705481 [DOI] |
Classification: | g02 ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Rachev, Svetlozar T., (2020)
-
Diversify and Purify Factor Premiums in Equity Markets
Carvalho, Raul Leote de, (2017)
-
Sakowski, Paweł, (2016)
- More ...
-
Extrapolation bias and the predictability of stock returns by price-scaled variables
Cassella, Stefano, (2018)
-
Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
Cassella, Stefano, (2017)
-
Belief-based Equity Market Sentiment
Cassella, Stefano, (2019)
- More ...