Predictability and the cross section of expected returns : evidence from the European stock market
Wolfgang Drobetz, Rebekka Haller, Christian Jasperneite, Tizian Otto
| Year of publication: |
2019
|
|---|---|
| Authors: | Drobetz, Wolfgang ; Haller, Rebekka ; Jasperneite, Christian ; Otto, Tizian |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 7, p. 508-533
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| Subject: | Characteristics-based asset pricing | Factor timing | Active trading strategy | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | EU-Staaten | EU countries | CAPM | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-019-00138-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012155318