Stocks with extreme past returns : lotteries or insurance?
Year of publication: |
September 2018
|
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Authors: | Barinov, Alexander |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 129.2018, 3, p. 458-478
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Subject: | Aggregate volatility risk | Extreme returns | Idiosyncratic volatility | Lottery | Skewness | Theorie | Theory | Volatilität | Volatility | Glücksspiel | Gambling | Kapitaleinkommen | Capital income | Risiko | Risk | Risikoprämie | Risk premium | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
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