Dissecting the idiosyncratic volatility anomaly
Linda H. Chen, George J. Jiang, Danielle D. Xu, Tong Yao
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, Linda H. ; Jiang, George J. ; Xu, Danielle D. ; Yao, Tong |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 59.2020, p. 193-209
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| Subject: | Idiosyncratic volatility anomaly | Market microstructure effect | Microcaps | Penny stocks | Robustness | Stock return reversal | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012437973