Have we solved the idiosyncratic volatility puzzle?
Year of publication: |
July 2016
|
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Authors: | Hou, Kewei ; Loh, Roger K. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 121.2016, 1, p. 167-194
|
Subject: | Idiosyncratic volatility | Cross-section of stock returns | Lottery preferences | Market frictions | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Glücksspiel | Gambling | CAPM |
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