Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Qi-An Chen, Huashi Li, Jianyi Lin, Youliang Yan
| Year of publication: |
2023
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|---|---|
| Authors: | Chen, Qi-an ; Li, Huashi ; Lin, Jianyi ; Yan, Youliang |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 77.2023, p. 1-36
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| Subject: | Asset pricing | Consumption | Heterogeneous volatilities | Stock market | Volatilität | Volatility | China | CAPM | Privater Konsum | Private consumption | Börsenkurs | Share price | Aktienmarkt | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101890 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463601