Dissecting the Idiosyncratic Volatility Anomaly
Year of publication: |
2012
|
---|---|
Authors: | Chen, Linda H. |
Other Persons: | Jiang, George J. (contributor) ; Xu, Danielle (contributor) ; Yao, Tong (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risiko | Risk | CAPM |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 28, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2023883 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Is Information Risk Priced? Evidence from Abnormal Idiosyncratic Volatility
Yang, Yung Chiang, (2019)
-
Effect of Price Inefficiency on Idiosyncratic Risk and Stock Returns
Qin, Nan, (2013)
-
Mean-variance relationship and uncertainty
Kim, Jun Sik, (2022)
- More ...
-
The information content of idiosyncratic volatility
Jiang, George J., (2009)
-
The Information Content of Idiosyncratic Volatility
Jiang, George J., (2012)
-
The Information Content of Idiosyncratic Volatility
Jiang, George J., (2009)
- More ...