A reverse engineered pitch on Cremers et al. (2015), “Aggregate jump and volatility risk in the cross-section of stock returns”
Year of publication: |
2018
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Authors: | Wang, Qingxia |
Published in: |
Journal of accounting & management information systems : JAMIS. - Bucharest : [Verlag nicht ermittelbar], ISSN 1843-8105, ZDB-ID 2580712-2. - Vol. 17.2018, 1, p. 178-185
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Subject: | Pitching research | template | reverse-engineering | cross-section | stock returns | jump risk | volatility risk | Volatilität | Volatility | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Risiko | Risk | Spekulation | Speculation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.24818/jamis.2018.01010 [DOI] hdl:10419/310704 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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