Does idiosyncratic volatility predict future growth of the Australian economy?
Bin Liu, Amalia Di Iorio
Year of publication: |
2016
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Authors: | Liu, Bin ; Di Iorio, Amalia |
Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 33.2016, 1, p. 69-90
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Subject: | Australia | Economic indicators | Book-to-market | Size | Fama and French three-factor | Idiosyncratic volatility | Australien | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market | Wirtschaftswachstum | Economic growth | Wirtschaftsindikator | Economic indicator | Frankreich | France | Börsenkurs | Share price |
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