Time-varying risk, mispricing attributes, and the accrual premium
Prodosh E. Simlai
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Simlai, Prodosh E. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 48.2016, p. 150-161
|
| Subject: | Total accruals | Size | Book-to-market | Mispricing | Abnormal returns | Cross-section of stock returns | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Rückstellung | Accrual | Risikoprämie | Risk premium | Rechnungsabgrenzung | Accruals and deferrals | Betriebsgröße | Firm size |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.09.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624452