Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns
Year of publication: |
2021
|
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Authors: | Galicia-Sanguino, Lucía ; Rojo-Suárez, Javier ; Alonso-Conde, Ana B. ; López-Pérez, M. Victoria |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-14
|
Subject: | Trade openness | Income inequality | CCAPM | Idiosyncratic risk | Japanese equity market | Research and development investment | Industrieforschung | Industrial research | Japan | Kapitaleinkommen | Capital income | CAPM | Einkommensverteilung | Income distribution |
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