The information content of idiosyncratic volatility
Year of publication: |
2009
|
---|---|
Authors: | Jiang, George J. ; Xu, Danielle ; Yao, Tong |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 44.2009, 1, p. 1-28
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schock | Shock | USA | United States |
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