Another look at idiosyncratic volatility and expected returns
Wei Huang, Qianqiu Liu, S. Ghon Rhee and Liang Zhang
| Year of publication: |
2011
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|---|---|
| Authors: | Huang, Wei ; Liu, Qianqiu ; Rhee, S. Ghon ; Zhang, Liang |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 9.2011, 4, p. 26-51
|
| Subject: | idiosynkratische Volatilität | Kapitaleinkommen | Capital income | Volatilität | Volatility | USA | United States | 1963-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009532394