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
|
| Extent: | 1 Online-Ressource (xiv, 130 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Dissertation, Ecole Polytechnique Fédérale de Lausanne, 2017 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in französischer und englischer Sprache |
| Other identifiers: | 10.5075/epfl-thesis-7785 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011903110