Sources of Idiosyncratic Volatility: Evidence from Decomposition Analysis
碩士 === 國立交通大學 === 財務金融研究所 === 107 === In this paper, we evaluate comprehensive potential explanations to date for the negative relation between idiosyncratic volatility (IVOL) and stocks return. Except for traditional variable (Market Friction and Lottery preference) and model, we also include recen...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4e53dh |