Corporate hedging and the high idiosyncratic volatility low return puzzle
Year of publication: |
September 2017
|
---|---|
Authors: | Chng, Michael T. ; Fang, Victor ; Xiang, Vincent ; Zhang, Hong Feng |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 17.2017, 3, p. 395-425
|
Subject: | Hedging | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Australien | Australia | 2001-2012 |
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