How financial crises affect the relationship between idiosyncratic volatility and stock returns
Year of publication: |
2022
|
---|---|
Authors: | Chen, Yi-Ling ; Wang, Ming-Chun ; Lin, Jun-Biao ; Huang, Ming-Chih |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 96-113
|
Subject: | Book-to-Market ratio | Financial crisis | Firm size | Idiosyncratic risk | Liquidity | Finanzkrise | Volatilität | Volatility | Kapitaleinkommen | Capital income | Betriebsgröße | Börsenkurs | Share price | Liquidität | Risiko | Risk |
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