Payout yield, risk, and mispricing : a Bayesian analysis
Jay Shanken; Ane Tamayo
| Year of publication: |
2012
|
|---|---|
| Authors: | Shanken, Jay ; Tamayo, Ane |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 105.2012, 1, p. 131-152
|
| Subject: | Predictability | Time-varying risk | Mispricing | Bayesian | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Risiko | Risk | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation |
| 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/10009622431