Higher Idiosyncratic Moments and the Cross-section of Expected Stock Returns
Language: en
Pages: 250

Higher Idiosyncratic Moments and the Cross-section of Expected Stock Returns

Authors: John Byong Tek Lee
Categories: Rate of return
Type: BOOK - Published: 2008 - Publisher:

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The Cross-Section of Volatility and Expected Returns
Language: en
Pages: 56

The Cross-Section of Volatility and Expected Returns

Authors: Andrew Ang
Categories:
Type: BOOK - Published: 2010 - Publisher:

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We examine how volatility risk, both at the aggregate market and individual stock level, is priced in the cross-section of expected stock returns. Stocks that h
Cointegration, Causality, and Forecasting
Language: en
Pages: 512

Cointegration, Causality, and Forecasting

Authors: Halbert White
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: Oxford University Press, USA

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A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or st
Anchoring Bias Idiosyncratic Volatility and the Cross-section of Stock Returns
Language: en
Pages: 120

Anchoring Bias Idiosyncratic Volatility and the Cross-section of Stock Returns

Authors: Cedric T. Luma Mbanga
Categories: Stocks
Type: BOOK - Published: 2015 - Publisher:

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Empirical Asset Pricing
Language: en
Pages: 512

Empirical Asset Pricing

Authors: Turan G. Bali
Categories: Business & Economics
Type: BOOK - Published: 2016-02-26 - Publisher: John Wiley & Sons

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“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be