Does idiosyncratic volatility proxy for a missing risk factor? Evidence using portfolios as test assets
| Year of publication: |
2021
|
|---|---|
| Authors: | Gempesaw, David ; Kassa, Haimanot ; Bela Zykaj, Blerina |
| Published in: |
European Financial Management. - Wiley, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 28.2021, 3, p. 693-721
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/eufm.12317 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012634897