Abnormal returns and idiosyncratic volatility puzzle : evidence from the Chinese stock market
Zhengyang Qu, Xiaotian Liu, and Shi He
| Year of publication: |
2019
|
|---|---|
| Authors: | Qu, Zhengyang ; Liu, Xiaotian ; He, Shi |
| Subject: | abnormal returns | idiosyncratic volatility | prospect theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | China | Aktienmarkt | Stock market | Prospect Theory | Prospect theory | Börsenkurs | Share price | Risiko | Risk | Kapitalmarktrendite | Capital market returns |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1468249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210689