Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Year of publication: |
2023
|
---|---|
Authors: | Khasawneh, Maher ; McMillan, David G. ; Kambouroudis, Dimos |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 14, p. 1621-1648
|
Subject: | 52-Week high | expected profitability | idiosyncratic volatility | Stock returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Gewinn | Profit | Aktienmarkt | Stock market | Rentabilität | Profitability | Risiko | Risk | Prognoseverfahren | Forecasting model |
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