The second moment matters! : cross-sectional dispersion of firm valuations and expected returns
Year of publication: |
2013
|
---|---|
Authors: | Jiang, Danling |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 10, p. 3974-3992
|
Subject: | Return predictability | Dispersion | Overconfidence | Investor sentiment | Valuation ratios | Business cycle | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Unternehmensbewertung | Firm valuation | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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