The cross-section of volatility and expected returns
Year of publication: |
2006
|
---|---|
Authors: | Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 1, p. 259-299
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | USA | United States | Varianzanalyse | Analysis of variance |
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