The cross-section of expected stock returns and components of idiosyncratic volatility
Seyed Reza Tabatabaei Poudeh and Chengbo Fu
| Year of publication: |
2022
|
|---|---|
| Authors: | Poudeh, Seyed Reza Tabatabaei ; Fu, Chengbo |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 23.2022, 4, p. 403-417
|
| Subject: | Conditional model | Idiosyncratic volatility | Stock returns | Stock returns prediction | Time-varying alpha and betas | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Kapitalmarktrendite | Capital market returns |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-03-2021-0037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370591