Technical trading index, return predictability and idiosyncratic volatility
Yao Ma, Baochen Yang, Yunpeng Su
| Year of publication: |
2020
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|---|---|
| Authors: | Ma, Yao ; Yang, Baochen ; Su, Yunpeng |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 879-900
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| Subject: | Contrarian | Idiosyncratic volatility | Iterated combination approach | Return predictability | Technical trading index | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | 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.iref.2020.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012487457