Idiosyncratic volatility, illiquidity and the expected stock returns : exploring the relationship with quantile regression
Mu-Shun Wang
| Year of publication: |
2012
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|---|---|
| Authors: | Wang, Mu-Shun |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 9.2012, 4, p. 104-112
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| Subject: | Risiko | Risk | Volatilität | Volatility | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Taiwan |
| 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/10009745486