The cross section of expected returns with MIDAS betas
Mariano González, Juan Nave, and Gonzalo Rubio
| Year of publication: |
2012
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|---|---|
| Authors: | González, Mariano ; Nave, Juan M. ; Rubio, Gonzalo |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 1, p. 115-135
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| Subject: | CAPM | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009623141