Moment risk premia and stock return predictability
Year of publication: |
2022
|
---|---|
Authors: | Fan, Zhenzhen ; Xiao, Xiao ; Zhou, Hao |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 57.2022, 1, p. 67-93
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktie | Share | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | S&P 500 | USA | United States |
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