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

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

Opis bibliograficzny
1. autor: Daniel, Kent D.
Kolejni autorzy: Hirshleifer, David, Subrahmanyam, Avanidhar
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 2000.
Seria:NBER working paper series no.7615
Hasła przedmiotowe:
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.