Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns
Richard G. Fenner, Yufeng Han, Zhaodan Huang
| Year of publication: |
2020
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| Authors: | Fenner, Richard Gunther ; Han, Yufeng ; Huang, Zhaodan |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 75.2020, p. 276-293
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| Subject: | Idiosyncratic volatility shocks | Cross-sectional stock returns | Behavior bias | Disposition effect | Gambler’s fallacy | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Schock | Shock | Portfolio-Management | Portfolio selection | Systematischer Fehler | Bias | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012416652