Option-implied equity risk and the cross section of stock returns
Year of publication: |
November/December 2016
|
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Authors: | Chen, Te-Feng ; Chung, San-Lin ; Tsai, Wei-Che |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 6, p. 42-55
|
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Aktienmarkt | Stock market |
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