High-frequency tail risk premium and stock return predictability
Caio Almeida, Kym Ardison, Gustavo Freire, René Garcia, Piotr Orłowski
| Year of publication: |
2024
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|---|---|
| Authors: | Almeida, Caio ; Ardison, Kym ; Freire, Gustavo ; Garcia, René ; Orłowski, Piotr |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 59.2024, 8, p. 3633-3670
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| Subject: | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109023001199 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015451258