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Distributional Uncertainty and the Cross-Section of Expected Stock Returns.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Distributional Uncertainty and the Cross-Section of Expected Stock Returns./
作者:	Christos, Chaitas Nikolaos.
面頁冊數:	1 online resource (80 pages)
附註:	Source: Masters Abstracts International, Volume: 84-04.
Contained By:	Masters Abstracts International84-04.
標題:	Probability. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=29334999click for full text (PQDT)
ISBN:	9798351492698

Distributional Uncertainty and the Cross-Section of Expected Stock Returns.
Christos, Chaitas Nikolaos.

Distributional Uncertainty and the Cross-Section of Expected Stock Returns. - 1 online resource (80 pages)

Source: Masters Abstracts International, Volume: 84-04.

Thesis (M.Sc.)--University of Piraeus (Greece), 2022.

Includes bibliographical references

My dissertation aims at understanding possible differences of the distribution of stock returns. With the help of the proxies for distribution uncertainty, I examine the difference of distribution uncertainty between each individual stock and the market return. The result is that those stocks with higher distribution uncertainty exhibit higher returns, therefore, the difference between portfolios with higher and lower distribution uncertainty is significantly positive. The empirical results for the impact of distribution uncertainty persist after taking into consideration individual firm characteristics.

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2023

Mode of access: World Wide Web

ISBN: 9798351492698Subjects--Topical Terms:

518898
Probability.
Index Terms--Genre/Form:

542853
Electronic books.

Distributional Uncertainty and the Cross-Section of Expected Stock Returns.
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100 1 $a Christos, Chaitas Nikolaos. $3 3696948
245 1 0 $a Distributional Uncertainty and the Cross-Section of Expected Stock Returns.
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300 $a 1 online resource (80 pages)
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500 $a Source: Masters Abstracts International, Volume: 84-04.
500 $a Advisor: Nikolaos, Kourogenis.
502 $a Thesis (M.Sc.)--University of Piraeus (Greece), 2022.
504 $a Includes bibliographical references
520 $a My dissertation aims at understanding possible differences of the distribution of stock returns. With the help of the proxies for distribution uncertainty, I examine the difference of distribution uncertainty between each individual stock and the market return. The result is that those stocks with higher distribution uncertainty exhibit higher returns, therefore, the difference between portfolios with higher and lower distribution uncertainty is significantly positive. The empirical results for the impact of distribution uncertainty persist after taking into consideration individual firm characteristics.
533 $a Electronic reproduction. $b Ann Arbor, Mich. : $c ProQuest, $d 2023
538 $a Mode of access: World Wide Web
650 4 $a Probability. $3 518898
650 4 $a Eggs. $3 865987
650 4 $a Rationality. $3 3562024
650 4 $a Decision making. $3 517204
650 4 $a Mathematics. $3 515831
655 7 $a Electronic books. $2 lcsh $3 542853
690 $a 0501
690 $a 0405
710 2 $a ProQuest Information and Learning Co. $3 783688
710 2 $a University of Piraeus (Greece). $3 3690333
773 0 $t Masters Abstracts International $g 84-04.
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=29334999 $z click for full text (PQDT)