Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang
| Year of publication: |
2009
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|---|---|
| Authors: | Guo, Hui ; Savickas, Robert ; Wang, Zijun ; Yang, Jian |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 44.2009, 1, p. 133-154
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| Subject: | CAPM | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003854572