Positive IVOL-MAX effect : a study on the Singapore Stock Market
Syed Riaz Mahmood Ali, M Arifur Rahman, Mohammad Nurul Hasan, Ralf Östermark
| Year of publication: |
2020
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|---|---|
| Authors: | Syed Riaz Mahmood Ali ; Rahman, M. Arifur ; Hasan, Mohammad Nurul ; Östermark, Ralf |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-18
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| Subject: | Extreme return | Idiosyncratic volatility | MAX ans IVOL effect | Singapore Stock Market | Singapur | Singapore | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101245 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664541