Time-varying risk premia (Q433135): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6055715 / rank | |||
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time-varying risk premia | |||
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stock return autocorrelation | |||
Property / zbMATH Keywords: stock return autocorrelation / rank | |||
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efficient markets hypothesis | |||
Property / zbMATH Keywords: efficient markets hypothesis / rank | |||
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Revision as of 00:21, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Time-varying risk premia |
scientific article |
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Time-varying risk premia (English)
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13 July 2012
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time-varying risk premia
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stock return autocorrelation
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efficient markets hypothesis
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