Intangible factor and idiosyncratic volatility puzzles
Xing Li, Keqiang Hou, Chao Zhang
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Xing ; Hou, Keqiang ; Zhang, Chao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 34.2020, p. 1-11
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| Subject: | DSGE model | Fama-Macbeth regression | Idiosyncratic volatility puzzle | Intangible capital | Volatilität | Volatility | Immaterielle Werte | Intangible assets | Börsenkurs | Share price | Immaterielle Güter | Intangible goods | Schätzung | Estimation | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101403 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437005