The breakdown of idiosyncratic volatility into expected and unexpected components and its effects on stock returns in Brazil
Raphael Braga da Silva, Bernardo Prôa Bressane, Alessandra Pasqualina Viola, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto ...
| Year of publication: |
2012
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|---|---|
| Authors: | Silva, Raphael Braga da ; Bressane, Bernardo Prôa ; Viola, Alessandra Pasqualina ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo |
| Published in: |
Latin American business review : journal of the Business Association of Latin American Studies (BALAS). - Philadelphia, Pa. : Routledge, Taylor & Francis Group, ISSN 1097-8526, ZDB-ID 1446446-9. - Vol. 13.2012, 4, p. 311-328
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| Subject: | expected idiosyncratic volatility | expected returns | idiosyncratic volatility | unexpected idiosyncratic volatility | unexpected returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Brasilien | Brazil | CAPM | Kapitalmarktrendite | Capital market returns | Risiko | Risk | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in span. und portug. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009714826