Stock price delay and the cross-section of expected returns : a story of night and day
Ge Yang, Ximing Yin
| Year of publication: |
2024
|
|---|---|
| Authors: | Yang, Ge ; Yin, Ximing |
| Subject: | Asynchronous beta | Cross-sectional expected return | Information delay | Market efficiency | Market friction | Night beta | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103669 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015271597