Covariance risk, mispricing, and the cross section of security returns

Covariance risk, mispricing, and the cross section of security returns

书目详细资料
主要作者: Daniel, Kent D.
其他作者: Hirshleifer, David, Subrahmanyam, Avanidhar
格式: 图书
语言:English
出版: Cambridge National Bureau of Economic Research 2000.
丛编:NBER working paper series no.7615
主题:
Securities > Prices > Econometric models.
Arbitrage > Econometric models.
Stockholders > Attitudes > Econometric models.
Insider training in securities > Econometric models.
Rate of return > Econometric models.
Risk > Econometric models.
Securities > Prices > Forecasting.
Rate of return > Forecasting.
Analysis of covariance.