Modeling the cross section of stock returns : a model pooling approach
Year of publication: |
2012
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Authors: | O'Doherty, Michael ; Savin, N. Eugene ; Tiwari, Ashish |
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. 47.2012, 6, p. 1331-1360
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Subject: | Kapitalmarktrendite | Capital market returns | CAPM | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Schätzung | Estimation | Börsenkurs | Share price |
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