Winter blues and time variation in the price of risk

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Bibliographische Detailangaben
Veröffentlicht in:Journal of empirical finance
1. Verfasser: Garrett, Ian (VerfasserIn)
Weitere Verfasser: Kamstra, Mark J. (VerfasserIn), Kramer, Lisa A. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2005
Schlagworte:
Aktienmarkt > Saisonale Schwankungen > CAPM > Risikoaversion > Anlageverhalten > Schätzung > USA > Schweden > Neuseeland > Großbritannien > Japan > Australien (Ostküste) > Aufsatz in Zeitschrift
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