The conditional relation between dispersion and return
Rıza Demirer; Shrikant P. Jategaonkar
| 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 |
| 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/10010221362