Expected volatility, unexpected volatility, and the cross-section of stock returns
Choong Tze Chua, Jeremy Goh, and Zhe Zhang
| Year of publication: |
2010
|
|---|---|
| Authors: | Chua, Choong Tze ; Goh, Jeremy C. ; Zhang, Zhe |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 33.2010, 2, p. 103-123
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Dekompositionsverfahren | Decomposition method | Aktienmarkt | Stock market | USA | United States | 1963-2003 |
| 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/10003987973