State uncertainty in stock markets: How big is the impact on the cost of equity?
Year of publication: |
2012
|
---|---|
Authors: | Han, Yufeng |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 9, p. 2575-2592
|
Publisher: |
Elsevier |
Subject: | Cost of capital | Time-varying parameters | State uncertainty | Dirichlet process | Bayesian analysis |
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