Does idiosyncratic volatility matter in emerging markets? : evidence from China
Gilbert V. Nartea; Ji Wu; Zhentao Liu
| Year of publication: |
2013
|
|---|---|
| Authors: | Nartea, Gilbert V. ; Wu, Ji ; Liu, Zhentao |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 27.2013, p. 137-160
|
| Subject: | Idiosyncratic volatility | Regime-switching | Emerging markets | China | Schwellenländer | Emerging economies | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10010411748