The conditional relation between dispersion and return
Year of publication: |
2013
|
---|---|
Authors: | Demirer, Rıza ; Jategaonkar, Shrikant P. |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 22.2013, 3, p. 125-134
|
Subject: | Return dispersion | Conditional pricing effect | Asymmetric risk | Asset pricing | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risiko | Risk | Schätzung | Estimation | CAPM |
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