The MAX effect : an exploration of risk and mispricing explanations
Angel Zhong, Philip Gray
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Zhong, Angel ; Gray, Philip K. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 65.2016, p. 76-90
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| Subject: | MAX | Lottery | Idiosyncratic volatility | Mispricing | Risk factor | Risiko | Risk | Volatilität | Volatility | Glücksspiel | Gambling | CAPM | Tourismusregion | Tourism destination | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634328