Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Hui Guo; Robert Savickas
| Year of publication: |
2010
|
|---|---|
| Authors: | Guo, Hui ; Savickas, Robert |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 7, p. 1637-1649
|
| Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | CAPM | USA | United States | 1926-2005 |
| 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/10008649421