Avoiding idiosyncratic volatility : flow sensitivity to individual stock returns
Marco Di Maggio, Francesco Franzoni, Shimon Kogan, Ran Xing
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Di Maggio, Marco ; Franzoni, Francesco ; Kogan, Shimon ; Xing, Ran |
| Publisher: |
Geneva : Swiss Finance Institute |
| Subject: | News trading | mutual fund performance | fund flows | limits of arbitrage | financial constraints | earnings announcements | Investmentfonds | Investment Fund | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection | Ankündigungseffekt | Announcement effect | Arbitrage | Gewinnprognose | Earnings announcement |
| Extent: | 1 Online-Ressource (circa 114 Seiten) Illustrationen |
|---|---|
| Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 23, 108 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.3786363 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483227