Does more information in stock price lead to greater or smaller idiosyncratic return volatility?
Year of publication: |
2011
|
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Authors: | Lee, Dong Wook ; Liu, Mark H. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 6, p. 1563-1580
|
Subject: | Börsenkurs | Share price | Informationswert | Information value | Rationale Erwartung | Rational expectations | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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