A tale of idiosyncratic volatility and illiquidity shocks : their correlation and effects on stock returns
Yufeng Han, Ou Hu, Zhaodan Huang
| Year of publication: |
2023
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| Authors: | Han, Yufeng ; Hu, Ou ; Huang, Zhaodan |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-13
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| Subject: | Anomalies | Cross-sectional stock returns | Idiosyncratic volatility shock | Illiquidity shock | Volatilität | Volatility | Schock | Shock | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | CAPM | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102517 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014248422