The conditional relation between dispersion and return
Year of publication: |
2013
|
---|---|
Authors: | Demirer, Rıza ; Jategaonkar, Shrikant P. |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 22.2013, 3, p. 125-134
|
Subject: | Return dispersion | Conditional pricing effect | Asymmetric risk | Asset pricing | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risiko | Risk | CAPM | Volatilität | Volatility |
-
The pricing of idiosyncratic volatility : an Australian study
Liu, Bin, (2016)
-
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da, (2015)
-
Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid, (2015)
- More ...
-
The conditional relation between dispersion and return
Demirer, Rıza, (2013)
-
The conditional relation between dispersion and return
Demirer, Rıza, (2013)
-
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da, (2015)
- More ...