Decomposing the idiosyncratic volatility anomaly among euro area stocks
Jan Annaert, Marc De Ceuster, Freek Van Doninck
| Year of publication: |
2022
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|---|---|
| Authors: | Annaert, Jan ; De Ceuster, Marc J. ; Van Doninck, Freek |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-8
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| Subject: | Cross-section of stock returns | Idiosyncratic volatility | Lottery characteristics | Market frictions | Volatilität | Volatility | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Eurozone | Euro area | Glücksspiel | Gambling | Aktienmarkt | Stock market | CAPM | Risiko | Risk | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102672 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553642