Expected investment and the cross-section of stock returns
Qi Lin, Xi Lin
Year of publication: |
2018
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Authors: | Lin, Qi ; Lin, Xi |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 172.2018, p. 43-49
|
Subject: | Cross-sectional returns | Expected investment | Expected investment change | Multiperiod theory | Theorie | Theory | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | CAPM | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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