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isPartOf:"Journal of empirical finance"
~person:"Arize, Augustine Chuck"
~person:"Jiang, George J."
~subject:"Kapitaleinkommen"
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Arize, Augustine Chuck
Jiang, George J.
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Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
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2
The role of analysts: an examination of the idiosyncratic volatility anomaly in the Chinese stock market
Gu, Ming
;
Jiang, George J.
;
Xu, Bu
- In:
Journal of empirical finance
52
(
2019
),
pp. 237-254
Persistent link: https://www.econbiz.de/10012171127
Saved in:
3
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong-soo
;
Arize, Augustine Chuck
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
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