Risk-return trade-off and serial correlation : do volume and volatility matter?
Year of publication: |
2014
|
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Authors: | Kinnunen, Jyri |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 20.2014, p. 1-19
|
Subject: | ICAPM | Risk-return trade-off | Volume | Volatility | Autocorrelation | Volatilität | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | CAPM | Autokorrelation | Risiko | Risk | Schätzung | Estimation |
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