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~institution:"Department of Economics and Related Studies, University of York"
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Equity Return
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No-arbitrage Condition
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Abhakorn, Pongrapeeporn
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Department of Economics and Related Studies, University of York
Institut de Préparation à l'Administration et à la Gestion (IPAG)
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Bank of Japan
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HAL
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Dipartimento di Economia, Università degli Studi di Roma 3
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Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
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Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
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Turun Kauppakorkeakoulu, Turun Yliopisto
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Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
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A Cross Section of Equity Returns: The No-Arbitrage Test
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
Department of Economics and Related Studies, University …
We propose a new test based on the
no-arbitrage
condition
that compares cross-sectional variation in equity returns to …
Persistent link: https://www.econbiz.de/10009364426
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