Explaining the Idiosyncratic Volatility Puzzle With a Bayesian-Updating Model
Year of publication: |
2020
|
---|---|
Authors: | Pan, Xuhui |
Other Persons: | Parajuli, Bharat Raj (contributor) ; Sinagl, Petra (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risiko | Risk |
Extent: | 1 Online-Ressource (69 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 13, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3574790 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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