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The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes

香港中文大学 辅仁网/2017-07-06

The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes
Publication in refereed journal


香港中文大学研究人员 ( 现职)
庄太量教授 (经济学系)


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着者CHONG Tai Leung, WANG Xiaolei
期刊名称Journal of Risk and Financial Management
出版年份2009
月份12
期次2
出版地Canada
语言英式英语

关键词Analyst forecast dispersion; Stock market crash; Fama-French three-factor model

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