Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Maher Khasawneh, David G. McMillan and Dimos Kambouroudis
| Year of publication: |
2023
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|---|---|
| Authors: | Khasawneh, Maher ; McMillan, David G. ; Kambouroudis, Dimos |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 14, p. 1621-1648
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| Subject: | 52-Week high | expected profitability | idiosyncratic volatility | Stock returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Rentabilität | Profitability | Gewinn | Profit | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2022.2144401 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014387954