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Systematic risk over various frequency bands - MaRDI portal

Systematic risk over various frequency bands

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Publication:672551

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DOI10.1016/0165-1765(94)00644-HzbMath0900.90207MaRDI QIDQ672551

Kiseok Lee, Shawn Ni

Publication date: 28 February 1997

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

zbMATH Keywords

Size effect Frequency decomposition Risk premia

Mathematics Subject Classification ID

Cites Work

Unnamed Item

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