Idiosyncratic volatility and excess Return : evidence from the Greater China region
Year of publication: |
November 2016
|
---|---|
Authors: | Wang, Li-Hsun ; Lin, Chu-Hsiung ; Kang, Jui-Heng ; Fung, Hung-gay |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 126-129
|
Subject: | Idiosyncratic volatility | Excess return | Volatilität | Volatility | Kapitaleinkommen | Capital income | China |
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