European equity markets: Who is the truly representative investor?
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DOI: 10.1016/j.qref.2019.02.003
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- Ana Belén Alonso-Conde & Javier Rojo-Suárez, 2020. "Nuclear Hazard and Asset Prices: Implications of Nuclear Disasters in the Cross-Sectional Behavior of Stock Returns," Sustainability, MDPI, vol. 12(22), pages 1-24, November.
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More about this item
Keywords
CCAPM; Representative investor; Heterogeneous risk aversion; Consumption-wealth ratio; Consumer confidence index; Mimicking portfolio;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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