The value, size, and momentum spread during distressed economic periods
Year of publication: |
2006
|
---|---|
Authors: | Arshanapalli, Bala Gangadhar ; Fabozzi, Frank J. ; Nelson, William |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 3.2006, 4, p. 244-252
|
Subject: | Risikoprämie | Risk premium | CAPM | USA | United States | 1962-2005 |
-
The valuation of cash flow forecasts : an empirical analysis
Kaplan, Steven N., (1994)
-
Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo, (1993)
-
Saitō, Makoto, (1992)
- More ...
-
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar, (2013)
-
Cointegration and its application in finance
Arshanapalli, Bala Gangadhar, (2008)
-
A cointegration test to verify the housing bubble
Arshanapalli, Bala Gangadhar, (2008)
- More ...