Patterns and pricing of idiosyncratic volatility in the French stock market
Year of publication: |
February 2018
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Authors: | Liu, Zhentao ; Nartea, Gilbert V. ; Wu, Ji |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 1, p. 79-97
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Subject: | Idiosyncratic Volatility | Regime Switch Model | Asset Pricing | France | Volatilität | Volatility | Frankreich | Aktienmarkt | Stock market | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
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