Idiosyncratic volatility and the cross section of expected returns
Turan G. Bali and Nusret Cakici
| Year of publication: |
2008
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|---|---|
| Authors: | Bali, Turan G. ; Cakici, Nusret |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 43.2008, 1, p. 29-58
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation |
| 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/10003692380