Idiosyncratic Volatility, Conditional Liquidity and Stock Returns
Year of publication: |
2016
|
---|---|
Authors: | Malagon, Juliana |
Other Persons: | Moreno, David (contributor) ; Rodríguez, Rosa (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Liquidität | Liquidity | CAPM | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2717484 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Time-Varying Liquidity and Momentum Profits
Avramov, Doron, (2019)
-
Oil and Stock Market Returns : Direction, Volatility, or Liquidity?
Kinateder, Harald, (2017)
-
Market Volatility, Liquidity Shocks, and Stock Returns : Worldwide Evidence
Ma, Rui, (2018)
- More ...
-
The idiosyncratic volatility anomaly : corporate investment or investor mispricing?
Malagon, Juliana, (2015)
-
Time Horizon Trading and the Idiosyncratic Risk Puzzle
Malagon, Juliana, (2013)
-
Idiosyncratic volatility, conditional liquidity and stock returns
Malagon, Juliana, (2018)
- More ...