Composition of wealth, conditioning information, and the cross-section of stock returns
Nikolai Roussanov
| Year of publication: |
2014
|
|---|---|
| Authors: | Roussanov, Nikolai |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 111.2014, 2, p. 352-380
|
| Subject: | Linear factor models | Conditioning information | Nonparametric estimation | Value premium | Relative wealth concerns | Vermögen | Wealth | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalanlage | Financial investment | Informationsversorgung | Information provision | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| 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/10010255506