The pricing of idiosyncratic volatility : an Australian study
Bin Lui, Amalia Di Iorio
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Liu, Bin ; Di Iorio, Amalia |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 41.2016, 2, p. 353-375
|
| Subject: | Idiosyncratic volatility | asset pricing | stock returns | risk | Australia | Volatilität | Volatility | Australien | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0312896214541554 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011577340