Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Adam Zaremba, Anna Czapkiewicz, Barbara Będowska-Sójka
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Zaremba, Adam ; Czapkiewicz, Anna ; Będowska-Sójka, Barbara |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 163-167
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| Subject: | Abnormal returns | Idiosyncratic volatility | Low-risk anomaly | Mispricing | Monte Carlo simulation | Return predictability | Stock market anomalies | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Monte-Carlo-Simulation | Prognoseverfahren | Forecasting model | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982555