Dispersion and volatility in stock returns : an empirical investigation :: Centre for Economic Policy Research 1998 :: OBNB, the Open British National Bibliography

Publication Data

Title Dispersion and volatility in stock returns : an empirical investigation
Contributors John Y. Campbell, Sangjoon Kim, Martin Lettau, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 1998
Publication location London
Language English

Descriptive Notes

"Financial economics" - cover note.

Topics

Stock exchanges :: Mathematical models
Rate of return :: Mathematical models

Catalogue Data

OBNB ID GB9871821
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 25p.
P1042 Includes bibliography.

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Dispersion and volatility in stock returns : an empirical investigation. Published by Centre for Economic Policy Research in 1998. Publication and catalogue information, links to buy online and reader comments.