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. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 10, p. 3974-3992
|
Publisher: |
Elsevier |
Subject: | Return predictability | Dispersion | Overconfidence | Investor sentiment | Valuation ratios | Business cycle |
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