Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Pierre Perron; Sungju Chun; Cosme Vodounou
| Year of publication: |
2013
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|---|---|
| Authors: | Perron, Pierre ; Chun, Sungju ; Vodounou, Cosmé |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 20.2013, p. 42-62
|
| Subject: | Mean reversion | CAPM | Stock returns | Transitory components | Firm size | Continuous time models | Betafaktor | Beta risk |
| 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/10009717878