Has idiosyncratic volatility increased? : not in recent times
Mardy Chiah, Philip Gharghori, Angel Zhong
| Year of publication: |
2023
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|---|---|
| Authors: | Chiah, Mardy ; Gharghori, Philip ; Zhong, Angel |
| Published in: |
Critical finance review. - Hanover, MA : now Publishers Inc., ISSN 2164-5744, ZDB-ID 3140465-0. - Vol. 12.2023, 1/4, p. 125-170
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| Subject: | Idiosyncratic volatility | Market volatility | Asset pricing | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1561/104.00000127 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014370371