Abnormal returns and idiosyncratic volatility puzzle : evidence from the Chinese stock market
Zhengyang Qu, Xiaotian Liu, and Shi He
| Year of publication: |
2019
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| Authors: | Qu, Zhengyang ; Liu, Xiaotian ; He, Shi |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 5, p. 1184-1198
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| 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 |
| 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