The idiosyncratic volatility anomaly : corporate investment or investor mispricing?
Year of publication: |
November 2015
|
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Authors: | Malagon, Juliana ; Moreno, David ; Rodríguez, Rosa |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 60.2015, p. 224-238
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Subject: | Idiosyncratic risk | Corporate investment | Investor mispricing | Valuation Theory | Accruals | Anomaly | Profitability | Börsenkurs | Share price | Investitionsentscheidung | Investment decision | Volatilität | Volatility | Anlageverhalten | Behavioural finance | CAPM | Tobins Q | Tobin's Q | Rückstellung | Accrual | Risiko | Risk | Kapitaleinkommen | Capital income |
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