Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Year of publication: |
2014
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Authors: | Nartea, Gilbert V. ; Wu, Ji ; Liu, Hong Tao |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 4/6, p. 425-435
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Subject: | extreme returns | asset pricing | idiosyncratic volatility | South Korea | Südkorea | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | CAPM | Risikoprämie | Risk premium |
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