Economic uncertainty : a key factor to understanding idiosyncratic volatility puzzle
Yong Li, Yuandong Mu, Tianyu Qin
| Year of publication: |
2021
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|---|---|
| Authors: | Li, Yong ; Mu, Yuandong ; Qin, Tianyu |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-5
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| Subject: | Asset pricing | Anomalies | Economic uncertainty | IVOL puzzle | Volatilität | Volatility | Risiko | Risk | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.101938 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581390