Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom
Year of publication: |
2006
|
---|---|
Authors: | Drew, Michael E. ; Malin, Mirela ; Naughton, Tony ; Veeraraghavan, Madhu |
Published in: |
Studies in Economics and Finance. - Emerald Group Publishing Limited, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 23.2006, 2, p. 80-93
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Stock returns | Market value | Capital asset pricing model | Germany | United Kingdom |
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