An investment-based explanation for the dispersion anomaly

DOI10.1016/J.ECONLET.2019.108832zbMATH Open1429.91307OpenAlexW2989229258WikidataQ126812797 ScholiaQ126812797MaRDI QIDQ2292807FDOQ2292807

Tai-Yong Roh, Byoung-Kyu Min

Publication date: 5 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.108832

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zbMATH Keywords

structural estimationdispersion anomalyinvestment-based asset pricing

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15)

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