Unknown unknowns : uncertainty about risk and stock returns
Guido Baltussen, Sjoerd van Bekkum, and Bart van der Grient
| Year of publication: |
August 2018
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|---|---|
| Authors: | Baltussen, Guido ; Bekkum, Sjoerd van ; Grient, Bart van der |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 4, p. 1615-1651
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| Subject: | Vol-of-Vol Measure | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Börsenkurs | Share price | Risikoprämie | Risk premium | USA | United States | Europa | Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000480 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011930515