Realized semibetas and international stock return predictability
Diego Amaya, Renata Herrerias, Fernando Perez, Aurelio Vasquez
| Year of publication: |
2023
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|---|---|
| Authors: | Amaya, Diego ; Herrerias, Renata ; Perez, Fernando ; Vasquez, Aurelio |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-7
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| Subject: | Cross-sectional return variation | Downside risk | Global and local risk | Mexican stock market | Risk premium | Semibetas | Semicovariances | Risikoprämie | Kapitaleinkommen | Capital income | CAPM | Mexiko | Mexico | Welt | World | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Risiko | Risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104641 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047322