New return anomalies and new-Keynesian ICAPM
Sungjun Cho
| Year of publication: |
2013
|
|---|---|
| Authors: | Cho, Sungjun |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 29.2013, p. 87-106
|
| Subject: | New-Keynesian ICAPM | Return anomalies | Capital market imperfections | Misspecification-robust inference | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Theorie | Theory | Unvollkommener Markt | Incomplete market | Börsenkurs | Share price | CAPM | Neoklassische Synthese | Neoclassical synthesis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010244124