Option-implied equity risk and the cross section of stock returns
Te-Feng Chen, San-Lin Chung, and Wei-Che Tsai
| 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
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| Subject: | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schätzung | Estimation | Betafaktor | Beta risk | Risiko | Risk |
| 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/10011574798