Profitability anomaly and aggregate volatility risk
Year of publication: |
2023
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Authors: | Barinov, Alexander |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 64.2023, p. 1-18
|
Subject: | Profitability | Aggregate volatility risk | Distress | Default | Idiosyncratic volatility | Anomalies | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Rentabilität | Insolvenz | Insolvency | Kapitalmarktrendite | Capital market returns | Hedging |
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