Cross-sectional dispersion of risk in trading time
Year of publication: |
September 2019
|
---|---|
Authors: | Andersen, Torben ; Thyrsgaard, Martin ; Todorov, Viktor |
Publisher: |
Cambridge, MA : National Bureau of Economic Research |
Subject: | Börsenkurs | Share price | Marktrisiko | Market risk | Aktienindex | Stock index | Betafaktor | Beta risk | Zentraler Grenzwertsatz | Central limit theorem | Zeit | Time | Schätzung | Estimation | USA | United States |
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