The effect of COVID-19 on the relationship between idiosyncratic volatility and expected stock returns
Year of publication: |
2022
|
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Authors: | Poudeh, Seyed Reza Tabatabaei ; Choi, Sungchul ; Fu, Chengbo |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 10.2022, 3, p. 1-11
|
Publisher: |
Basel : MDPI |
Subject: | COVID-19 | idiosyncratic volatility | return reversal | stock returns |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/risks10030057 [DOI] 1796128643 [GVK] hdl:10419/258367 [Handle] |
Classification: | G01 - Financial Crises ; G10 - General Financial Markets. General ; G12 - Asset Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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