Price informativeness : a potential explanation for the idiosyncratic volatility puzzle
Year of publication: |
2023
|
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Authors: | Kim, Jinyong ; Kim, Yongsik |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 16, p. 2264-2269
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Subject: | Idiosyncratic volatility puzzle | price informativeness | systemic volatility | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income |
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