Are extreme returns priced in the stock market? : European evidence
Jan Annaert; Marc De Ceuster; Kurt Verstegen
| Year of publication: |
2013
|
|---|---|
| Authors: | Annaert, Jan ; De Ceuster, Marc J. ; Verstegen, Kurt |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 9, p. 3401-3411
|
| Subject: | Extreme returns | Cross-section of expected returns | Lottery-like payoffs | Skewness | Idiosyncratic volatility puzzle | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | CAPM | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
| 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/10010126415