Idiosyncratic volatility, turnover and the cross-section of stock returns : evidence from the Korean stock market
Year of publication: |
2023
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Authors: | Kim, Jungmu ; Lee, Changjun ; Lee, Woo-Hyuk ; Ok, Youngkyung ; Thuy Thi Thu Truong |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 12, p. 6192-6213
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Subject: | Idiosyncratic volatility puzzle | Turnover | Overvaluation | Anomaly | Volatilität | Volatility | Südkorea | South Korea | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | CAPM |
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