Idiosyncratic Volatility and the Expected Stock Returns for Exploring the Relationship with Panel Threshold Regression
Year of publication: |
2013
|
---|---|
Authors: | Wang, Mu-Shun |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 20.2013, 2, p. 113-129
|
Publisher: |
Springer |
Subject: | Idiosyncratic risk | Expected stock return | Panel threshold regression model | Volatility index | Fama and French multifactor model |
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