The idiosyncratic volatility puzzle and mergers and acquisitions activity
Year of publication: |
2017
|
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Authors: | Switzer, Lorne N. ; El Meslmani, Nabil |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 6.2017, 3, p. 193-212
|
Subject: | Idiosyncratic Volatility | mergers and acquisitions activity | merger and acquisition waves | volatility trends | expected returns | asset pricingmultifactor models | Übernahme | Takeover | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Fusion | Merger |
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