Volatility spreads and expected stock returns
Turan G. Bali; Armen Hovakimian
| Year of publication: |
2009
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|---|---|
| Authors: | Bali, Turan G. ; Hovakimian, Armen |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 55.2009, 11, p. 1797-1812
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Kapitalmarktrendite | Capital market returns | Theorie | Theory |
| 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/10003909202