Three essays on predictability and seasonality in the cross-section of stock returns
par Vincent Jean Bogousslavsky
| Year of publication: |
2017
|
|---|---|
| Authors: | Bogousslavsky, Vincent |
| Publisher: |
Lausanne : Ecole Polytechnique Fédérale de Lausanne |
| Subject: | Return Predictability | Return Seasonality | Asset Pricing Anomalies | Intraday Returns | Liquidity | Infrequent Rebalancing | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Description of contents: |
Mots-clés de l'auteur: Return Predictability ; Return Seasonality ; Asset Pricing Anomalies ; Intraday Returns ; Liquidity ; Infrequent Rebalancing
|
freely available