Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766): Difference between revisions
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| Property / cites work: Common risk factors in the returns on stocks and bonds / rank | |||
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| Property / cites work: Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis / rank | |||
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| Property / cites work: Threshold effects in non-dynamic panels: Estimation, testing, and inference / rank | |||
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Latest revision as of 16:07, 6 July 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)
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26 July 2013
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idiosyncratic risk
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expected stock return
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panel threshold regression model
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volatility index
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Fama and French multifactor model
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Taiwan
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