Is there a volatility effect in the Hong Kong stock market?
Year of publication: |
2013
|
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Authors: | Nartea, Gilbert V. ; Wu, Ji |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 25.2013, p. 119-135
|
Subject: | Idiosyncratic volatility | Total volatility | Asset pricing | Hong Kong stock market | Hongkong | Hong Kong | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | CAPM |
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