The cross-section of volatility and expected returns : then and now
Andrew Detzel, Jefferson Duarte, Avraham Kamara, Stephan Siegel, Celine Sun
| Year of publication: |
2023
|
|---|---|
| Authors: | Detzel, Andrew ; Duarte, Jefferson ; Kamara, Avraham ; Siegel, Stephan ; Sun, Celine |
| Published in: |
Critical finance review. - Hanover, MA : now Publishers Inc., ISSN 2164-5744, ZDB-ID 3140465-0. - Vol. 12.2023, 1/4, p. 9-56
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| Subject: | Factor models | Trading costs | Mispricing | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Varianzanalyse | Analysis of variance | Welt | World | Faktorenanalyse | Factor analysis | Transaktionskosten | Transaction costs | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1561/104.00000125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014370367