Aggregate volatility risk and the cross-section of stock returns : Australian evidence
Van Anh (Vivian) Mai, Chuan "Chewie" Ang, Victor Fang
| Year of publication: |
February 2016
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|---|---|
| Authors: | Van Anh Mai ; Ang, Tze Chuan ; Fang, Victor |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 36.2016, p. 134-149
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| Subject: | Aggregate volatility risk | Cross-sectional return | Asset pricing test | Implied volatility (VIX) | Anomaly | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Australien | Australia | Börsenkurs | Share price | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2015.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668769