Impact of idiosyncratic volatility on stock returns : a cross-sectional study
Serguey Khovansky; Oleksandr Zhylyevskyy
| Year of publication: |
2013
|
|---|---|
| Authors: | Khovansky, Serguey ; Zhylyevskyy, Oleksandr |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 8, p. 3064-3075
|
| Subject: | Idiosyncratic volatility | Idiosyncratic volatility premium | Cross-section of stock returns | Generalized Method of Moments | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Momentenmethode | Method of moments | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009777131