Idiosyncratic volatility, stock market volatility, and expected stock returns
Hui Guo, Robert Savickas
| Year of publication: |
2006
|
|---|---|
| Authors: | Guo, Hui ; Savickas, Robert |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 24.2006, 1, p. 43-56
|
| Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Privater Konsum | Private consumption | Vermögen | Wealth | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10003279769