Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China
Bo Li, Sabri Boubaker, Zhenya Liu, Waël Louhichi, Yao Yao
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Bo ; Boubaker, Sabri ; Liu, Zhenya ; Louhichi, Waël ; Yao, Yao |
| Subject: | China’s A-share markets | Functional data analysis | Idiosyncratic volatility puzzle | Portfolio-based approach | China | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10265-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382734