Market and idiosyncratic volatility : high frequency dynamics
Year of publication: |
2010
|
---|---|
Authors: | Taylor, Nicholas |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 7/9, p. 739-751
|
Subject: | Marktvolatilität | idiosynkratische Volatilität | Aktienmarkt | Stock market | Volatilität | Volatility | USA | United States | 2000-2007 |
-
Another look at idiosyncratic volatility and expected returns
Huang, Wei, (2011)
-
Monetary policy, COVID-19 immunization, and risk in the US stock markets
Baek, Seungho, (2022)
-
Return patterns on the Bulgarian stock market
Reichling, Peter, (2008)
- More ...
-
Intraday and Interday Basis Dynamics: Evidence from the FTSE 100 Index Futures Market
Garrett, Ian, (2001)
-
Supporting Social Protection Systems
Samson, Michael J., (2015)
-
Local versus foreign analysts' forecast accuracy : does herding matter?
Choi, Young‐Soo, (2021)
- More ...