Tail risk and expected stock returns around the world
Huaigang Long, Yanjian Zhu, Lifang Chen, Yuexiang Jiang
| Year of publication: |
2019
|
|---|---|
| Authors: | Long, Huaigang ; Zhu, Yanjian ; Chen, Lifang ; Jiang, Yuexiang |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 56.2019, p. 162-178
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| Subject: | Idiosyncratic volatility | International markets | Return predictability | Tail risk | Tail risk puzzle | Volatilität | Volatility | Kapitaleinkommen | Capital income | Welt | World | Risiko | Risk | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169574