Covariance risk, mispricing, and the cross section of security returns - Daniel, Kent D.; Hirshleifer, David; Subrahmanyam, Avanidhar (2000)
Keywords: Ökonometrisches Modell; Analysis of covariance; Arbitrage -- Econometric models; Insider trading in securities -- Econometric models; Rate of return -- Econometric models; Rate of return -- Forecasting; Risk -- Econometric models; Securities -- Prices -- Econometric models; Securities -- Prices -- Forecasting; Stockbrokers -- Attitudes -- Econometric models