The value premium, aggregate risk innovations, and average stock returns
Year of publication: |
2014
|
---|---|
Authors: | Lindaas, Knut F. ; Simlai, Prodosh |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 3, p. 303-317
|
Subject: | Firm size | Book-to-market | Risk innovations | Industrial production growth | Investment opportunity | Betriebsgröße | Kapitaleinkommen | Capital income | Innovation | Risiko | Risk | Schätzung | Estimation | CAPM |
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