VaR and the cross-section of expected stock returns : an emerging market evidence
Dar-Hsin Chen; Chun-Da Chen; Su-Chen Wu
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Dar-hsin ; Chen, Chun-Da ; Wu, Su-chen |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 15.2014, 3, p. 441-459
|
| Subject: | CAPM | market beta | anomalies | emerging stock market | Value-at-Risk | Fama-French factors | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Aktienmarkt | Stock market | Risikomaß | Risk measure | Kapitalmarktrendite | Capital market returns |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010376607