An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
Stephen P. Huffman; Cliff R. Moll
| Year of publication: |
2013
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|---|---|
| Authors: | Huffman, Stephen P. ; Moll, Cliff R. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 22.2013, 1, p. 8-19
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| Subject: | Asymmetric risk-return reversal momentum | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risiko | Risk | Schätzung | Estimation | Börsenkurs | Share price | Risikomaß | Risk measure | Risikoprämie | Risk premium | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | CAPM | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009717860