Idiosyncratic volatility and equity returns : UK evidence
Year of publication: |
2008
|
---|---|
Authors: | Angelidis, Timotheos ; Tessaromatis, Nikolaos P. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 3, p. 539-556
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikomanagement | Risk management | Großbritannien | United Kingdom | 1979-2003 |
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