Economic uncertainty : mispricing and ambiguity premium
Year of publication: |
2023
|
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Authors: | Cai, Charlie X. ; Fu, Xi ; Kerestecioglu, Semih |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 29.2023, 5, p. 1702-1751
|
Subject: | ambiguity aversion | cross-section of stock returns | economic uncertainty | mispricing | return predictability | risk premium | Risikoprämie | Risk premium | Risiko | Risk | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Entscheidung unter Unsicherheit | Decision under uncertainty | CAPM | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
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