Temporary components of stock returns : what do the data tell us?
Year of publication: |
1996
|
---|---|
Authors: | Lamoureux, Christopher G. |
Other Persons: | Zhou, Guofu (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 9.1996, 4, p. 1033-1059
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognose | Forecast | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1926-1990 |
-
Cutler, David M., (1991)
-
The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet, (1988)
-
Emara, Noha, (2014)
- More ...
-
Temporary Components of Stock Returns : What Do the Data Tell Us?
Lamoureux, Christopher G., (1998)
-
Temporary Components of Stock Returns: What Do the Data Tell Us?
Lamoureux, Christopher G., (1996)
-
ESTIMATION AND SELECTION BIAS IN MEAN-VARIANCE PORTFOLIO SELECTION
Frankfurter, George M., (1989)
- More ...