Jumps in cross-sectional rank and expected returns : a mixture model
Gloria González-Rivera, Tae-Hwy Lee and Santosh Mishra
| Year of publication: |
2008
|
|---|---|
| Authors: | González-Rivera, Gloria ; Lee, Tae-hwy ; Mishra, Santosh |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 23.2008, 5, p. 585-606
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ranking-Verfahren | Ranking method | Theorie | Theory | CAPM | Volatilität | Volatility | Statistische Verteilung | Statistical distribution |
| 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/10003760414