Explaining mispricing with Fama-French factors : new evidence from the multiscaling approach
Year of publication: |
2010
|
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Authors: | In, Francis Haeuck ; Kim, Sangbae ; Faff, Robert W. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 4/6, p. 323-330
|
Subject: | Wavelet analysis | CAPM | Kapitaleinkommen | Capital income | Risiko | Risk |
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