Patterns and Pricing of Idiosyncratic Volatility in French Stock Market
Year of publication: |
2017
|
---|---|
Authors: | Liu, Zhentao |
Other Persons: | Nartea, Gilbert (contributor) ; Wu, Ji (George) (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Frankreich | France | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2973142 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Political news and stock market reactions : evidence from Turkey over the period 2008-2017
Karime, Sleiman, (2019)
-
Stock market volatility response to COVID-19 : evidence from Thailand
Suthasinee Suwannapak, (2022)
-
Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)
Hassan, Md. Hashibul, (2019)
- More ...
-
Does Idiosyncratic Volatility Matter in Emerging Markets? Evidence From China
Nartea, Gilbert, (2013)
-
Patterns and pricing of idiosyncratic volatility in the French stock market
Liu, Zhentao, (2018)
-
Does idiosyncratic volatility matter in emerging markets? : evidence from China
Nartea, Gilbert V., (2013)
- More ...