Country-specific idiosyncratic risk and global equity index returns
C. James Hueng; Ruey Yau
| Year of publication: |
2013
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|---|---|
| Authors: | Hueng, C. James ; Yau, Ruey |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 25.2013, p. 326-337
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| Subject: | Country-specific risk | Idiosyncratic volatility puzzle | International asset pricing | Volatilität | Volatility | Risiko | Risk | CAPM | Kapitaleinkommen | Capital income | Welt | World | Börsenkurs | Share price | Aktienindex | Stock index | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoprämie | Risk premium |
| 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/10009693293