R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Wei Zhang, Xiao Li, Dehua Shen, Andrea Teglio
| Year of publication: |
June 2016
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|---|---|
| Authors: | Zhang, Wei ; Li, Xiao ; Shen, Dehua ; Teglio, Andrea |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 55.2016, p. 298-304
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| Subject: | R2 | Idiosyncratic volatility | Short selling | Firm-specific return variation | Information environment | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Leerverkauf | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.02.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642527