Dynamics of idiosyncratic volatility and market volatility : an emerging market perspective
Year of publication: |
2015
|
---|---|
Authors: | Tan, Pei Pei ; Galagedera, Don U. A. |
Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 44.2015, 1, p. 74-100
|
Subject: | Idiosyncratic volatility | firm-specific risk | market volatility | emerging markets | Volatilität | Volatility | Schwellenländer | Emerging economies | Theorie | Theory | Börsenkurs | Share price | Risiko | Risk |
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