A revisit to size anomalies in U.S. bank stock returns by panel copula
Year of publication: |
2022
|
---|---|
Authors: | Kim, Jong-Min ; Jung, Hojin ; Yang, Brian |
Subject: | bank stock returns | Panel Gaussian copula marginal regression | size anomalies | Kapitaleinkommen | Capital income | USA | United States | Bank | Multivariate Verteilung | Multivariate distribution | Panel | Panel study | Regressionsanalyse | Regression analysis | Theorie | Theory | Betriebsgröße | Firm size | Börsenkurs | Share price | Bankgeschäft | Banking services |
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