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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Daniel, Kent"
~subject:"CAPM"
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ECONIS (ZBW)
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The cross-section of
risk
and return
Daniel, Kent
;
Mota, Lira
;
Rottke, Simon
;
Santos, Tano
-
2017
Persistent link: https://www.econbiz.de/10011789209
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2
Tail
risk
in momentum strategy returns
Daniel, Kent
;
Jagannathan, Ravi
;
Kim, Soohun
-
2012
Persistent link: https://www.econbiz.de/10009562288
Saved in:
3
Covariance
risk
, mispricing, and the cross section of security returns
Daniel, Kent
;
Hirshleifer, David
;
Subrahmanyam, Avanidhar
-
2000
Persistent link: https://www.econbiz.de/10001462158
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