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 |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 8, p. 750-754
|
Subject: | bank stock returns | Panel Gaussian copula marginal regression | size anomalies | USA | United States | Kapitaleinkommen | Capital income | Bank | Multivariate Verteilung | Multivariate distribution | Panel | Panel study | Börsenkurs | Share price | Betriebsgröße | Firm size |
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