Does idiosyncratic volatility predict future growth of the Australian economy?
Year of publication: |
2016
|
---|---|
Authors: | Liu, Bin ; Di Iorio, Amalia |
Published in: |
Studies in Economics and Finance. - Emerald Group Publishing Limited, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 33.2016, 1, p. 69-90
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Australia | Economic indicators | Book-to-market | Size | Fama and French three-factor | Idiosyncratic volatility | G11 | G12 | G15 |
-
Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin, (2016)
-
Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid, (2015)
-
The relationship between covariance risk and size effects in emerging equity markets
Wang, Ming-Chieh, (2016)
- More ...
-
The Pricing of Idiosyncratic Volatility : An Australian Study
Liu, Bin, (2016)
-
The pricing of idiosyncratic volatility : an Australian study
Liu, Bin, (2016)
-
Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin, (2016)
- More ...