Idiosyncratic volatility and firm-specific news : beyond limited arbitrage
R. Jared DeLisle, Nathan Mauck and Adam R. Smedema
| Year of publication: |
2016
|
|---|---|
| Authors: | DeLisle, R. Jared ; Mauck, Nathan ; Smedema, Adam R. |
| Published in: |
Financial management. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0046-3892, ZDB-ID 186034-3. - Vol. 45.2016, 4, p. 923-951
|
| Subject: | Volatilität | Volatility | Arbitrage | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fima.12135 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718791