Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns
Lucía Galicia-Sanguino, Javier Rojo-Suárez, Ana B. Alonso-Conde, M. Victoria López-Pérez
| Year of publication: |
2021
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|---|---|
| Authors: | Galicia-Sanguino, Lucía ; Rojo-Suárez, Javier ; Alonso-Conde, Ana B. ; López-Pérez, M. Victoria |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-14
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| Subject: | Trade openness | Income inequality | CCAPM | Idiosyncratic risk | Japanese equity market | Research and development investment | Japan | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risiko | Risk | Industrieforschung | Industrial research | Einkommensverteilung | Income distribution | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101623 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332703