Cross-sectional determinants of expected returns
Michael J. Brennan, Tarun Chordia & Avanidhar Subrahmanyam
| Year of publication: |
2005
|
|---|---|
| Authors: | Brennan, Michael J. ; Chordia, Tarun ; Subrahmanyam, Avanidhar |
| Published in: |
The legacy of Fischer Black. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-516836-4. - 2005, p. 161-186
|
| Subject: | Kapitaleinkommen | Capital income | CAPM | Erwartungsbildung | Expectation formation | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003404044