Have we solved the idiosyncratic volatility puzzle?

Kewei Hou, Roger K. Loh

Year of publication:	July 2016
Authors:	Hou, Kewei ; Loh, Roger K.
Published in:	Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 121.2016, 1, p. 167-194
Subject:	Idiosyncratic volatility \| Cross-section of stock returns \| Lottery preferences \| Market frictions \| Volatilität \| Volatility \| Kapitaleinkommen \| Capital income \| Glücksspiel \| Gambling \| Portfolio-Management \| Portfolio selection \| CAPM \| Börsenkurs \| Share price

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