Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Year of publication: |
2023
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Authors: | Chelikani, Surya ; Nam, Kiseok ; Wang, Xuewu |
Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 41.2023, 2, p. 109-135
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Subject: | ICAPM | investor sentiment | mispricing | risk-return relation | short-selling | Kapitaleinkommen | Capital income | CAPM | Anlageverhalten | Behavioural finance | Risiko | Risk |
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