Estimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility
Crossref DOI link: https://doi.org/10.1007/s10669-021-09812-4
Published Online: 2021-04-01
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hirschberg, Joe http://orcid.org/0000-0001-8354-5433
Lye, Jenny http://orcid.org/0000-0002-5938-9095
Text and Data Mining valid from 2021-04-01
Version of Record valid from 2021-04-01
Article History
Accepted: 15 March 2021
First Online: 1 April 2021