The common factor in idiosyncratic volatility : quantitative asset pricing implications
Bernard Herskovic, Bryan Kelly, Hanno Lustig, Stijn Van Nieuwerburgh
| Year of publication: |
February 2016
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|---|---|
| Authors: | Herskovic, Bernard ; Kelly, Bryan T. ; Lustig, Hanno ; Nieuwerburgh, Stijn van |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 119.2016, 2, p. 249-283
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| Subject: | Firm volatility | Idiosyncratic risk | Cross section of stock returns | Volatilität | Volatility | Risiko | Risk | Börsenkurs | Share price | Schätzung | Estimation | CAPM | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Theorie | Theory | Cash Flow | Cash flow |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2015.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589843