The R&D anomaly : risk or mispricing?
Year of publication: |
2020
|
---|---|
Authors: | Leung, Woon Sau ; Evans, Kevin P. ; Mazouz, Khelifa |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 115.2020, p. 1-17
|
Subject: | Covariance risk | ICAPM | Mispricing | R&D anomaly | CAPM | Theorie | Theory | Risiko | Risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Korrelation | Correlation |
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