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1
Disagreement,
Speculation
, and the Idiosyncratic
Volatility
Jiang, Ying
;
Pan, Jiening
;
Wang, Jianqiu
;
Wu, Ke
-
2021
plays an important role in explaining the idiosyncratic
volatility
(IVOL) puzzle, the correlation among IVOL, market beta …
Persistent link: https://www.econbiz.de/10013234143
Saved in:
2
A classical model of speculative asset price dynamics
Inoua, Sabiou M.
;
Smith, Vernon L.
-
2021
Persistent link: https://www.econbiz.de/10013256956
Saved in:
3
Perishable goods versus re-tradable assets : a theoretical reappraisal of a fundamental dichotomy
Inoua, Sabiou M.
;
Smith, Vernon L.
-
2022
Persistent link: https://www.econbiz.de/10013256970
Saved in:
4
Rational speculators and equity
volatility
as a measure of ex ante
risk
Kia, Amir
- In:
Global finance journal
14
(
2003
)
2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10001763781
Saved in:
5
Tail
risk
of equity returns
Sun, Pengfei
-
2013
Persistent link: https://www.econbiz.de/10010191614
Saved in:
6
Essays in financial economics
Savor, Pavel
-
2006
Persistent link: https://www.econbiz.de/10003965701
Saved in:
7
Rational speculators, contrarians, and excess
volatility
Lof, Matthijs
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
Saved in:
8
The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A.
-
2004
-
3. ed.
Persistent link: https://www.econbiz.de/10001786555
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9
The impact of speculative trading on stock return
volatility
: the evidence from Taiwan
Hsin, Chin-wen
;
Guo, Wen-chung
;
Tseng, Seng-su
;
Luo, …
- In:
Global finance journal
14
(
2003
)
3
,
pp. 243-270
Persistent link: https://www.econbiz.de/10001977363
Saved in:
10
Time series analysis of speculative returns
Ding, Zhuanxin
-
1994
Persistent link: https://www.econbiz.de/10000915963
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