Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766)
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scientific article; zbMATH DE number 6192160
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| English | Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression |
scientific article; zbMATH DE number 6192160 |
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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0.750935435295105
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0.7127829194068909
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0.7127547860145569
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0.673714280128479
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