Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Byoung Uk Kang, Francis In, Tong Suk Kim
| Year of publication: |
June 2017
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|---|---|
| Authors: | Kang, Byoung Uk ; In, Francis Haeuck ; Kim, Tong Suk |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 42.2017, p. 15-39
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| Subject: | Asset pricing | Timescale betas | Cross section of stock returns | Fama-French factors | Wavelets | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808473