Does idiosyncratic volatility matter in emerging markets? Evidence from China
Year of publication: |
2013
|
---|---|
Authors: | Nartea, Gilbert V. ; Wu, Ji ; Liu, Zhentao |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 27.2013, C, p. 137-160
|
Publisher: |
Elsevier |
Subject: | Idiosyncratic volatility | Regime-switching | Emerging markets | China |
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