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  • Search: subject:"Market microstructure effect"
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Aktienmarkt 1 Börsenkurs 1 CAPM 1 Capital income 1 Capital market returns 1 Idiosyncratic volatility anomaly 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Market microstructure 1 Market microstructure effect 1 Marktmikrostruktur 1 Microcaps 1 Penny stocks 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Robustness 1 Share price 1 Stock market 1 Stock return reversal 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Linda H. 1 Jiang, George J. 1 Xu, Danielle D. 1 Yao, Tong 1
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Journal of empirical finance 1
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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
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