The return impact of realized and expected idiosyncratic volatility
David R. Peterson; Adam R. Smedema
| Year of publication: |
2011
|
|---|---|
| Authors: | Peterson, David R. ; Smedema, Adam R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 10, p. 2547-2558
|
| Subject: | CAPM | Volatilität | Volatility | Saisonkomponente | Seasonal component | Arbitrage Pricing | Arbitrage pricing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009273288