What does the cross-section tell about itself? : explaining equity risk premia with stock return moments
Ilan Cooper, Liang Ma, Paulo Maio
| Year of publication: |
2022
|
|---|---|
| Authors: | Cooper, Ilan ; Ma, Liang ; Maio, Paulo |
| Subject: | Asset pricing | CAPM | Cross-section of stock returns | Cross-sectional return moments | ICAPM | Linear multifactor models | Realized return skewness | Realized return variance | Stock market anomalies | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Querschnittsanalyse | Cross-section analysis | Aktienmarkt | Stock market | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jmcb.12823 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819566