The cross-section of volatility and expected returns : then and now
Year of publication: |
2023
|
---|---|
Authors: | Detzel, Andrew ; Duarte, Jefferson ; Kamara, Avraham ; Siegel, Stephan ; Sun, Celine |
Published in: |
Critical finance review. - Hanover, MA : now Publishers Inc., ISSN 2164-5744, ZDB-ID 3140465-0. - Vol. 12.2023, 1/4, p. 9-56
|
Subject: | Factor models | Trading costs | Mispricing | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price |
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