Pricing deviation, misvaluation comovement, and macroeconomic conditions
Eric C. Chang; Yan Luo; Jinjuan Ren
| Year of publication: |
2013
|
|---|---|
| Authors: | Chang, Eric Chieh ; Luo, Yan ; Ren, Jinjuan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5285-5299
|
| Subject: | Misvaluation | Comovement | Market efficiency | Systematic risk | Macroeconomic conditions | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Börsenkurs | Share price | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Konjunkturzusammenhang | Business cycle synchronization | Korrelation | Correlation | Portfolio-Management | Portfolio selection |
| 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/10010343728