Return reversals, idiosyncratic risk, and expected returns
Wei Huang; Qianqiu Liu; S. Ghon Rhee; Liang Zhang
| Year of publication: |
2010
|
|---|---|
| Authors: | Huang, Wei ; Liu, Qianqiu ; Rhee, S. Ghon ; Zhang, Liang |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 1, p. 147-168
|
| Subject: | Risiko | Risk | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1963-2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003941602