Changes in market uncertainty and profitability of idiosyncratic volatility anomaly in Korea

Jung-Mu Kim, Yuen-Jung Park, Young-Kyung Ok

Year of publication:	2019
Authors:	Kim, Jung-Mu ; Park, Yuen Jung ; Ok, Young-Kyung
Published in:	Journal of international trade & commerce. - Seoul, South Korea : Korea International Trade Research Institute, ISSN 1738-8112, ZDB-ID 2920574-8. - Vol. 15.2019, 6, p. 69-78
Subject:	Anomaly \| Idiosyncratic Volatility Puzzle \| Korean Stock Market \| Mispricing \| VIX \| Volatilität \| Volatility \| Südkorea \| South Korea \| Börsenkurs \| Share price \| Risiko \| Risk \| Aktienmarkt \| Stock market \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income

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