Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Author: Hui Guo
Publisher:
Total Pages: 0
Release: 2005
Genre: Stock price forecasting
ISBN:

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Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Language: en
Pages: 0
Authors: Hui Guo
Categories: Stock price forecasting
Type: BOOK - Published: 2005 - Publisher:

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Idiosyncratic Volatility and the Cross-Section of Expected Returns
Language: en
Pages: 29
Authors: Turan G. Bali
Categories:
Type: BOOK - Published: 2012 - Publisher:

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This paper examines the cross-sectional relation between idiosyncratic volatility and expected stock returns. The results indicate that (i) data frequency used
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016
Language: en
Pages: 38
Authors: Lasse Homann
Categories: Business & Economics
Type: BOOK - Published: 2020-04-23 - Publisher: GRIN Verlag

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Master's Thesis from the year 2018 in the subject Business economics - Review of Business Studies, grade: 1.0, University of Hannover (Institute of Financial Ma
The Cross-section of Expected Stock Returns and Components of Idiosyncratic Volatility
Language: en
Pages:
Authors: Seyed Reza Tabatabaei Poudeh
Categories:
Type: BOOK - Published: 2021 - Publisher:

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We examine the relationship between stock returns and components of idiosyncratic volatility-two volatility and two covariance terms- derived from the decomposi
Empirical Asset Pricing
Language: en
Pages: 512
Authors: Turan G. Bali
Categories: Business & Economics
Type: BOOK - Published: 2016-02-26 - Publisher: John Wiley & Sons

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“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be