Idiosyncratic volatility and global equity markets
Year of publication: |
2015
|
---|---|
Authors: | Grobys, Klaus |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 4/6, p. 402-405
|
Subject: | idiosyncratic volatility | global equity markets | international stock indices | business cycle | Volatilität | Volatility | Aktienmarkt | Stock market | Welt | World | Aktienindex | Stock index | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Kapitalmobilität | Capital mobility |
-
Momentum in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus, (2014)
-
Momentum, sovereign credit ratings and global equity markets
Grobys, Klaus, (2014)
-
A note on the turn of the month and year effects in international stock returns
Khaled, Mohammed S., (2012)
- More ...
-
ON INDUSTRY MOMENTUM STRATEGIES
Grobys, Klaus, (2020)
-
Grobys, Klaus, (2011)
-
Grobys, Klaus, (2011)
- More ...