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

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

ग्रंथसूची विवरण
मुख्य लेखक: Daniel, Kent D.
अन्य लेखक: Hirshleifer, David, Subrahmanyam, Avanidhar
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge National Bureau of Economic Research 2000.
श्रृंखला:NBER working paper series no.7615
विषय:
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.