Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10690-012-9161-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1970418993 / rank | |||
Normal rank | |||
Revision as of 19:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression |
scientific article |
Statements
Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (English)
0 references
26 July 2013
0 references
idiosyncratic risk
0 references
expected stock return
0 references
panel threshold regression model
0 references
volatility index
0 references
Fama and French multifactor model
0 references
Taiwan
0 references
