Idiosyncratic volatility and expected returns at the global level
Özet
The author investigated the existence and significance of a global cross-sectional relation between idiosyncratic volatility and expected returns by introducing a global idiosyncratic volatility measure and globally diversified test assets. He found that
Bağlantı
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84991694098&doi=10.2469%2ffaj.v71.n6.5&partnerID=40&md5=c12a5bc8ee30dc773f8ecbb75d708e29https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10252
Koleksiyonlar
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