Dissecting the idiosyncratic volatility puzzle : a fundamental analysis approach
Zhaobo Zhu, Wenjie Ding, Yi Jin, Dehua Shen
| Year of publication: |
2023
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|---|---|
| Authors: | Zhu, Zhaobo ; Ding, Wenjie ; Jin, Yi ; Shen, Dehua |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-15
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| Subject: | Idiosyncratic volatility | Arbitrage asymmetry | Fundamental strength | Volatilität | Volatility | Arbitrage | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463116