Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Massimo Guidolin, Andrea Ricci
| Year of publication: |
2020
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| Authors: | Guidolin, Massimo ; Ricci, Andrea |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 76.2020, p. 1-11
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| Subject: | Arbitrage risk | Arbitrage asymmetries | Idiosyncratic volatility | Cross section of stock returns | Large caps | Arbitrage | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risiko | Risk | Arbitrage Pricing | Arbitrage pricing | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | CAPM | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417037