The idiosyncratic volatility puzzle : time trend or speculative episodes?
Michael W. Brandt; Alon Brav ; John R. Graham; Alok Kumar
| Year of publication: |
2009
|
|---|---|
| Authors: | Brandt, Michael W. ; Brav, Alon ; Graham, John R. ; Kumar, Alok |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 2, p. 863-899
|
| Subject: | Volatilität | Volatility | Eigentümerstruktur | Ownership structure | Kleinaktionäre | Small shareholders | Zeitreihenanalyse | Time series analysis | Spekulation | Speculation | USA | United States | 1925-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003943125