Título:

Market Capitalization and Value-at-Risk

Autor:

Alexandra Dias (Leicester U)

Revista:

Journal of Banking and Finance

Ano:

2013

Volume:

37

Páginas:

5248-5260

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure