Idiosyncratic volatility, illiquidity and the expected stock returns : exploring the relationship with quantile regression
Year of publication: |
2012
|
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Authors: | Wang, Mu-Shun |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 9.2012, 4, p. 104-112
|
Subject: | Risiko | Risk | Volatilität | Volatility | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Taiwan |
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