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

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

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Daniel, Kent D.
Rannpháirtithe: Hirshleifer, David, Subrahmanyam, Avanidhar
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge National Bureau of Economic Research 2000.
Sraith:NBER working paper series no.7615
Ábhair:
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.