Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China
Year of publication: |
2023
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Authors: | Li, Bo ; Boubaker, Sabri ; Liu, Zhenya ; Louhichi, Waël ; Yao, Yao |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 2, p. 527-559
|
Subject: | China’s A-share markets | Functional data analysis | Idiosyncratic volatility puzzle | Portfolio-based approach | Volatilität | Volatility | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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