On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
David H. Goldenberg and Raymond J. Schmidt
| Year of publication: |
1996
|
|---|---|
| Authors: | Goldenberg, David Harold |
| Other Persons: | Schmidt, Raymond J. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 31.1996, 4, p. 605-631
|
| Subject: | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Kapitalmarkttheorie | Financial economics | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | USA | United States | 1936-1994 |
| 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/10001219186