Implied idiosyncratic volatility and stock return predictability
Cesario Mateus; Worawuth Konsilp
| Year of publication: |
2014
|
|---|---|
| Authors: | Mateus, Cesario ; Konsilp, Worawuth |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 5, p. 338-352
|
| Subject: | Options | Risk Premium | Stock | Volatility | Volatilität | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Schätzung | Estimation | CAPM | Portfolio-Management | Portfolio selection |
| 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/10011312407