Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Huaigang Long, Adam Zaremba, Yuexiang Jiang
| Year of publication: |
2020
|
|---|---|
| Authors: | Long, Huaigang ; Zaremba, Adam ; Jiang, Yuexiang |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 33.2020, 1,1, p. 160-181
|
| Subject: | idiosyncratic risk | idiosyncratic volatility | low-risk anomaly | Nonsynchronicity | return predictability | synchronicity | Volatilität | Volatility | Kapitaleinkommen | Capital income | China | Risiko | Risk | Börsenkurs | Share price | CAPM | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1710229 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013173486