Idiosyncratic volatility puzzle : influence of macro-finance factors
Nektarios Aslanidis, Charlotte Christiansen, Neophytos Lambertides, Christos S. Savva
| Year of publication: |
2019
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|---|---|
| Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte ; Lambertides, Neophytos ; Savva, Christos S. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 52.2019, 2, p. 381-401
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| Subject: | Idiosyncratic volatility puzzle | Macro-finance factors | Business cycle | Volatilität | Volatility | Konjunktur | Schock | Shock | Risiko | Risk | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-018-0713-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171614