Idiosyncratic volatility puzzle: The role of assets' interconnections
Year of publication: |
2018
|
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Authors: | Panzica, Roberto Calogero |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | Idiosyncratic volatility puzzle | Networks | Expected Returns | Granger Causality |
Series: | SAFE Working Paper ; 228 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3240484 [DOI] 1029770484 [GVK] hdl:10419/181763 [Handle] RePEc:zbw:safewp:228 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Idiosyncratic volatility puzzle : the role of assets' interconnections
Panzica, Roberto Calogero, (2018)
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Idiosyncratic volatility puzzle : the role of assets' interconnections
Panzica, Roberto Calogero, (2018)
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