The short-run and long-run components of idiosyncratic volatility and stock returns
Yunting Liu
| Year of publication: |
2022
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| Authors: | Liu, Yunting |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 2, p. 1573-1589
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| Subject: | idiosyncratic volatility | short-run | long-run | cross-sectional stock returns | risk factors | real options | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Kapitalmarktrendite | Capital market returns | Realoptionsansatz | Real options analysis | Schätzung | Estimation | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3884 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887644