A novel explanation for idiosyncratic volatility anomaly: an asset decomposition perspective (Q1984493)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A novel explanation for idiosyncratic volatility anomaly: an asset decomposition perspective |
scientific article |
Statements
A novel explanation for idiosyncratic volatility anomaly: an asset decomposition perspective (English)
0 references
16 September 2021
0 references
idiosyncratic volatility anomaly
0 references
growth options
0 references
stock return
0 references