Idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets
Lorne Switzer (Concordia University, Canada), Alan Picard (Concordia University, Canada)
| Year of publication: |
September/December 2015
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| Authors: | Switzer, Lorne N. ; Picard, Alan |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 19.2015, 3/4, p. 169-221
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| Subject: | idiosyncratic volatility | expected returns | developed vs emerging markets | asset pricing | multifactor models | Schwellenländer | Emerging economies | Volatilität | Volatility | CAPM | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns |
| 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/10011434211