The volatility of a firm's assets and the leverage effect
Jaewon Choi, Matthew Richardson
| Year of publication: |
August 2016
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|---|---|
| Authors: | Choi, Jaewon ; Richardson, Matthew |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 121.2016, 2, p. 254-277
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| Subject: | Asset volatility | Asset returns | Leverage effect | Persistence in volatility | Asset beta | Volatilität | Volatility | Kapitaleinkommen | Capital income | Kapitalstruktur | Capital structure | Börsenkurs | Share price | CAPM | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2016.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590720