Horizon effects in average returns : the role of slow information diffusion
Year of publication: |
August 2016
|
---|---|
Authors: | Boguth, Oliver ; Carlson, Murray ; Fisher, Adlai ; Simutin, Mikhail |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 8, p. 2241-2281
|
Subject: | Kapitaleinkommen | Capital income | Informationsverbreitung | Information dissemination | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | USA | United States | 1991-2012 |
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