Expected returns and risk in the stock market
M.J. Brennan, Alex P. Taylor
| Year of publication: |
2023
|
|---|---|
| Authors: | Brennan, Michael J. ; Taylor, Alex P. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 72.2023, p. 276-300
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| Subject: | Expected returns | Predictability | Risk | Risiko | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | CAPM | Erwartungsbildung | Expectation formation | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Prognose | Forecast | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014476857