Extreme daily returns and the cross-section of expected returns : evidence from Brazil
Luis Berggrun, Emilio Cardona, Edmundo Lizarzaburu
| Year of publication: |
2019
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|---|---|
| Authors: | Berggrun, Luis ; Cardona, Emilio ; Lizarzaburu, Edmundo |
| Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 102.2019, p. 201-211
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| Subject: | Emerging markets | Maximum daily return | Idiosyncratic volatility | Skewness | Lottery-like stocks | Panel regression | Brasilien | Brazil | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schwellenländer | Emerging economies | Börsenkurs | Share price | CAPM | Risikoprämie | Risk premium | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbusres.2017.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012103964