The Cross-Section of Expected Jumps in Equity Returns
Year of publication: |
2019
|
---|---|
Authors: | Caporin, Massimiliano |
Other Persons: | Distaso, Walter (contributor) ; Zambon, Nancy (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Erwartungsbildung | Expectation formation |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 3, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3235354 [DOI] |
Classification: | G12 - Asset Pricing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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