Idiosyncratic volatility puzzle : influence of macro-finance factors
Year of publication: |
2019
|
---|---|
Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte ; Lambertides, Neophytos ; Savva, Christos S. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 52.2019, 2, p. 381-401
|
Subject: | Idiosyncratic volatility puzzle | Macro-finance factors | Business cycle | Volatilität | Volatility | Konjunktur | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Konjunkturtheorie | Business cycle theory |
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