The conditional relation between dispersion and return

Review of Financial Economics

Volumn 22, Issue 3, 2013, Pages 125-134

  Demirer, Riza ^a   Jategaonkar, Shrikant P ^a  

^a SOUTHERN ILLINOIS UNIVERSITY EDWARDSVILLE   (United States)

Author keywords

Asset pricing; Asymmetric risk; Conditional pricing effect; Return dispersion

Indexed keywords

EID: 84881021930     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2013.04.004     Document Type: Article

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