Incomplete information, idiosyncratic volatility and stock returns
Tony Berrada; Julien Hugonnier
| Year of publication: |
2013
|
|---|---|
| Authors: | Berrada, Tony ; Hugonnier, Julien |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 2, p. 448-462
|
| Subject: | Idiosyncratic volatility | Incomplete information | Cross-section of stock returns | Volatilität | Volatility | Unvollkommene Information | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| 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/10009705642