Composition of wealth, conditioning information, and the cross-section of stock returns
Year of publication: |
2014
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Authors: | Roussanov, Nikolai |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 111.2014, 2, p. 352-380
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Subject: | Linear factor models | Conditioning information | Nonparametric estimation | Value premium | Relative wealth concerns | Kapitaleinkommen | Capital income | Vermögen | Wealth | CAPM | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Informationsversorgung | Information provision | Risikoprämie | Risk premium | Kapitalanlage | Financial investment |
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