Validating intra-day risk premium in cross-sectional return curves
Year of publication: |
2021
|
---|---|
Authors: | Zhao, Yuqian |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-8
|
Subject: | Cross-sectional asset pricing | Factor model | Fama-MacBeth regression | Intra-day return curves | Risk premium | Risikoprämie | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Theorie | Theory | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis |
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