The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Year of publication: |
[2017]
|
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Authors: | Scheler, Fabian ; Ecker, Frank ; Werner, Jan |
Publisher: |
[Langen] : ilpf GmbH |
Subject: | Security Beta | Cost of Equity | Neglected Stocks | Capital Asset Pricing Model | CAPM | Betafaktor | Beta risk | Aktienmarkt | Stock market | Börsenkurs | Share price | Theorie | Theory | Kapitalkosten | Cost of capital | USA | United States | Kapitaleinkommen | Capital income | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 2 Seiten) |
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Series: | Working papers / Institute of Local Public Finance. - Langen, ZDB-ID 2499175-2. - Vol. 2017, 02 (November 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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