Short-term interest rates and stock market anomalies
Paulo Maio and Pedro Santa-Clara
| Year of publication: |
June 2017
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|---|---|
| Authors: | Maio, Paulo ; Santa-Clara, Pedro |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 3, p. 927-961
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| Subject: | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Wirtschaftsindikator | Economic indicator | Betafaktor | Beta risk | CAPM | Schätzung | Estimation | USA | United States | 1972-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S002210901700028X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743860