The Idiosyncratic Volatility Puzzle : Time Trend or Speculative Episodes?
Year of publication: |
2010
|
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Authors: | Brandt, Michael W. |
Other Persons: | Brav, Alon (contributor) ; Graham, John R. (contributor) ; Kumar, Alok (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spekulation | Speculation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risiko | Risk |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Review of Financial Studies, Vol. 23, Issue 2, pp. 863-899, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2009 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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