Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Year of publication: |
2001
|
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Other Persons: | Campbell, John Y. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 1, p. 1-43
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1962-1997 |
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