Idiosyncratic volatility, illiquidity and the expected stock returns : exploring the relationship with quantile regression
Mu-Shun Wang
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Mu-Shun |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221X. - Vol. 9.2012, 4, p. 104-112
|
| Subject: | Risiko | Volatilität | Kapitaleinkommen | Regression | Taiwan |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010147425