Idiosyncratic volatility and stock returns : a cross country analysis
Year of publication: |
2009
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Authors: | Pukthuanthong, Kuntara ; Visaltanachoti, Nuttawat |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 16/18, p. 1269-1281
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Subject: | CAPM | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Heteroskedastizität | Heteroscedasticity |
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