Public news arrival and the idiosyncratic volatility puzzle
Year of publication: |
June 2016
|
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Authors: | Shi, Yanlin ; Liu, Wai-man ; Ho, Kin-Yip |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 159-172
|
Subject: | Idiosyncratic volatility | Cross-sectional returns | Public information arrival | News sentiment | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect |
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