A novel explanation for idiosyncratic volatility anomaly : An asset decomposition perspective
Hao Liu, Yue Chen, Wei Wan, Qun Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Liu, Hao ; Chen, Yue ; Wan, Wei ; Zhang, Qun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 206.2021, p. 1-5
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| Subject: | Idiosyncratic volatility anomaly | Growth options | Stock return | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.109994 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012886955