Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression
DOI10.1007/S10690-012-9161-0zbMATH Open1270.91087OpenAlexW1970418993MaRDI QIDQ356766FDOQ356766
Authors: Mu-Shun Wang 
Publication date: 26 July 2013
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-012-9161-0
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Cites Work
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Testing for unit roots in heterogeneous panels.
- Unit root tests in panel data: asymptotic and finite-sample properties
- Common risk factors in the returns on stocks and bonds
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Economic tracking portfolios
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