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

Bibliographische Detailangaben
1. Verfasser:	Daniel, Kent D.
Weitere Verfasser:	Hirshleifer, David, Subrahmanyam, Avanidhar
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Cambridge National Bureau of Economic Research 2000.
Schriftenreihe:	NBER working paper series no.7615
Schlagworte:	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.