Idiosyncratic volatility, the VIX and stock returns
Mahmoud Qadan, Doron Kliger, Nir Chen
| Year of publication: |
2019
|
|---|---|
| Authors: | Qadan, Mahmoud ; Kliger, Doron ; Chen, Nir |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 431-441
|
| Subject: | Idiosyncratic volatility | VIX | Cross-section of stock returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risiko | Risk | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120113