Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Surya Chelikani, Kiseok Nam, Xuewu Wesley Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Chelikani, Surya ; Nam, Kiseok ; Wang, Xuewu |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 41.2023, 2, p. 109-135
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| Subject: | ICAPM | investor sentiment | mispricing | risk-return relation | short-selling | Kapitaleinkommen | Capital income | CAPM | Anlageverhalten | Behavioural finance | Risiko | Risk | Risikoprämie | Risk premium | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1169 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278645