Idiosyncratic volatility, conditional liquidity and stock returns
Juliana Malagon, David Moreno, Rosa Rodríguez
| Year of publication: |
January 2018
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|---|---|
| Authors: | Malagon, Juliana ; Moreno, David ; Rodríguez, Rosa |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 53.2018, p. 118-132
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| Subject: | Idiosyncratic risk | Idiosyncratic volatility anomaly | Regime switching model | Flight to liquidity | Volatilität | Volatility | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risiko | Risk | Liquidität | Liquidity | CAPM | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011791727