The value premium and time-varying volatility :: Xiafei Li :: Bradford University, School of Management 2008 :: OBNB, the Open British National Bibliography

Publication Data

Title The value premium and time-varying volatility
Author Xiafei Li
Contributors Chris Brooks, Joëlle Miffre, Joëlle Miffre
Publisher Bradford University, School of Management
Publication date 2008
Publication location Bradford
Language English

Topics

Stocks :: Rate of return
Risk-return relationships
Capital assets pricing model

Catalogue Data

OBNB ID GBB030165
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6322

ISBD

P1053 47 p.
P1042 Includes bibliographical references.

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The value premium and time-varying volatility by Xiafei Li. Published by Bradford University, School of Management in 2008. Publication and catalogue information, links to buy online and reader comments.