How financial crises affect the relationship between idiosyncratic volatility and stock returns
Yi-Ling Chen, Ming-Chun Wang, Jun-Biao Lin, Ming-Chih Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Yi-Ling ; Wang, Ming-Chun ; Lin, Jun-Biao ; Huang, Ming-Chih |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 96-113
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| Subject: | Book-to-Market ratio | Financial crisis | Firm size | Idiosyncratic risk | Liquidity | Finanzkrise | Volatilität | Volatility | Betriebsgröße | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Liquidität | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341740