VAR AND THE CROSS-SECTION OF EXPECTED STOCK RETURNS: AN EMERGING MARKET EVIDENCE

Dar-Hsin Chen, Chun-Da Chen, Su-Chen Wu

Open source

DOI: 10.3846/16111699.2012.744343
Published: 2014-07-08
Container: Journal of Business Economics and Management
Publisher: Vilnius Gediminas Technical University
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3846/16111699.2012.744343,
  title = {VAR AND THE CROSS-SECTION OF EXPECTED STOCK RETURNS: AN EMERGING MARKET EVIDENCE},
  author = {Dar-Hsin Chen and Chun-Da Chen and Su-Chen Wu},
  year = {2014},
  journal = {Journal of Business Economics and Management},
  doi = {10.3846/16111699.2012.744343},
  url = {https://doi.org/10.3846/16111699.2012.744343}
}

RIS

TY  - JOUR
TI  - VAR AND THE CROSS-SECTION OF EXPECTED STOCK RETURNS: AN EMERGING MARKET EVIDENCE
AU  - Dar-Hsin Chen
AU  - Chun-Da Chen
AU  - Su-Chen Wu
PY  - 2014
JO  - Journal of Business Economics and Management
DO  - 10.3846/16111699.2012.744343
UR  - https://doi.org/10.3846/16111699.2012.744343
ER  -

APA

Chen, D., Chen, C., & Wu, S. (2014). VAR AND THE CROSS-SECTION OF EXPECTED STOCK RETURNS: AN EMERGING MARKET EVIDENCE. Journal of Business Economics and Management. https://doi.org/10.3846/16111699.2012.744343

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crossref · retrieved 2026-09-27T08:34:41.923Z