Extreme returns and the idiosyncratic volatility puzzle : African evidence
Ji Wu, Eze Peter Chimezie, Gilbert V. Nartea and Jing Zhang
| Year of publication: |
2019
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|---|---|
| Authors: | Wu, Ji ; Chimezie, Eze Peter ; Nartea, Gilbert V. ; Zhang, Jing |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 58, p. 6264-6279
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| Subject: | emerging African stock markets | financial anomalies | idiosyncratic volatility | Maximum daily return | Volatilität | Volatility | Kapitaleinkommen | Capital income | Afrika | Africa | Börsenkurs | Share price | 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: | 10.1080/00036846.2019.1631442 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197340