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

Библиографические подробности
Главный автор:	Daniel, Kent D.
Другие авторы:	Hirshleifer, David, Subrahmanyam, Avanidhar
Формат:	‌
Язык:	English
Опубликовано:	Cambridge National Bureau of Economic Research 2000.
Серии:	NBER working paper series no.7615
Предметы:	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.