High idiosyncratic volatility and low returns : international and further US evidence
Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang
| Year of publication: |
2009
|
|---|---|
| Authors: | Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 91.2009, 1, p. 1-23
|
| Subject: | Kapital | Capital | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | G7-Staaten | G7 countries | Industrieländer | Industrialized countries | 1980-2003 |
| 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/10003813173