Are return seasonalities due to risk or mispricing?
Year of publication: |
2021
|
---|---|
Authors: | Keloharju, Matti ; Linnainmaa, Juhani ; Nyberg, Peter |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 139.2021, 1, p. 138-161
|
Subject: | Cross-sectional seasonalities | Mispricing | Reversals | Risk | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risiko | Theorie | Theory | CAPM | Risikomanagement | Risk management | Saisonkomponente | Seasonal component |
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