Systematic limited arbitrage and the cross-section of stock returns : evidence from exchange traded funds
R. Jared DeLisle, Brian C. McTier, Adam R. Smedema
| Year of publication: |
September 2016
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|---|---|
| Authors: | DeLisle, R. Jared ; McTier, Brian C. ; Smedema, Adam R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 70.2016, p. 118-136
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| Subject: | Asset pricing | Factor model | Limits of arbitrage | Systematic | Risk | Arbitrage risk | Arbitrage | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Kapitalmarktrendite | Capital market returns | Indexderivat | Index derivative | Risiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.06.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011635135