Intertemporal risk-return tradeoff in the short-run

DOI10.1016/J.ECONLET.2018.08.031zbMath1406.91148OpenAlexW2888799530MaRDI QIDQ1629642

Joseph M. Marks, Kiseok Nam

Publication date: 12 December 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.08.031

zbMATH Keywords

asymmetryprice adjustmentunderpricingintertemporal risk-return tradeoffoverpricing

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Hypothesis Testing with Efficient Method of Moments Estimation
• Wealth Effects and Slutsky Equations for Assets
• An Intertemporal Capital Asset Pricing Model
• Assets, Contingent Commodities, and the Slutsky Equations

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