Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Lieven De Moor and Piet Sercu
| Year of publication: |
2015
|
|---|---|
| Authors: | Moor, Lieven de ; Sercu, Piet |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 10/12, p. 999-1004
|
| Subject: | drag | noisy prices | bubble | bust | pricing error | Börsenkurs | Share price | Spekulationsblase | Bubbles | Theorie | Theory | CAPM |
| 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/10011286529