Idiosyncratic volatility, turnover and the cross-section of stock returns : evidence from the Korean stock market
Jungmu Kim, Changjun Lee and Woo-Hyuk Lee, Youngkyung Ok and Thuy Thi Thu Truong
| Year of publication: |
2023
|
|---|---|
| Authors: | Kim, Jungmu ; Lee, Changjun ; Lee, Woo-Hyuk ; Ok, Youngkyung ; Thuy Thi Thu Truong |
| Subject: | Idiosyncratic volatility puzzle | Turnover | Overvaluation | Anomaly | Volatilität | Volatility | Kapitaleinkommen | Capital income | Südkorea | South Korea | Aktienmarkt | Stock market | Börsenkurs | Share price | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-09-2021-1499 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463100