Extreme returns and idiosyncratic risks : evidence from an emerging market
Year of publication: |
2021
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Authors: | Cho, Eunyoung |
Published in: |
Journal of derivatives and quantitative studies. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 29.2021, 1, p. 29-48
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Subject: | Extreme returns | Idiosyncratic risk | Lottery-type stocks | Idiosyncratic volatility | Idiosyncratic skewness | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risiko | Risk | Risikoprämie | Risk premium | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Schwellenländer | Emerging economies |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-09-2020-0022 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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