Diversification and idiosyncratic volatility puzzle : evidence from ETFs
Jun Duanmu, Jungshik Hur, Yongjia Li
| Year of publication: |
2024
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|---|---|
| Authors: | Duanmu, Jun ; Hur, Jungshik ; Li, Yongjia |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 71.2024, Art.-No. 102443, p. 1-16
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| Subject: | Diversification | Exchange Traded Funds (ETFs) | Idiosyncratic volatility puzzle | Volatilität | Volatility | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Diversifikation | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Arbitrage | Kapitaleinkommen | Capital income | Noise Trading | Noise trading |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102443 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062053