Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Chang-Jin Kim; James C. Morley; Charles R. Nelson
| Year of publication: |
2001
|
|---|---|
| Authors: | Kim, Chang-jin ; Morley, James C. ; Nelson, Charles R. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 8.2001, 4, p. 403-426
|
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1926-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001607064