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特质波动率（Idiosyncratic Volatility）代码及实现案例
163 个回复 - 37563 次查看特质波动率是什么股票特质波动率是公司特质风险的度量指标。在经典资产定价理论中，资本市场是完美的，投资者可以通过持有充分分散的投资组合来抵消公司特质风险，公司特质风险不影响资产均衡定价，股票特质波 ...2020-7-17 16:03 - 计量模型研究院 - 经管代码库

Dividend Taxes, Investor Horizon and Idiosyncratic Volatility
12 个回复 - 2443 次查看【作者(必填)】 Oliver, Zhen Li; Hang Liu; Chenkai Ni 【文题(必填)】 Dividend Taxes, Investor Horizon and Idiosyncratic Volatility 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https:// ...2020-5-25 10:36 - liuhang1019 - 求助成功区

Idiosyncratic Volatility in the Australian Equity Market
1 个回复 - 482 次查看【作者(必填)】 Angel Zhong 【文题(必填)】Idiosyncratic Volatility in the Australian Equity Market 【年份(必填)】 2017年【全文链接或数据库名称(选填)】 https:/ ...2019-12-3 16:21 - 梦回上古 - 求助成功区

【学习笔记】Have we solved the idiosyncratic volatility puzzle?\0有看过 ...
0 个回复 - 284 次查看 Have we solved the idiosyncratic volatility puzzle?\0有看过这篇文章的嘛，看的有些懵，能私下聊聊吗？2019-10-17 21:00 - zerek.宇 - Forum

【学习笔记】Have we solved the idiosyncratic volatility puzzle?\0这篇论 ...
0 个回复 - 436 次查看 Have we solved the idiosyncratic volatility puzzle?\0这篇论文有看过的吗？我看的很懵。2019-10-17 20:58 - zerek.宇 - Forum

Social capital and idiosyncratic return volatility
2 个回复 - 436 次查看【作者(必填)】Mostafa Monzur Hasan；Ahsan Habib 【文题(必填)】Social capital and idiosyncratic return volatility 【年份(必填)】Australian Journal of Management, 2019，Volume: 44 issue: 1, page(s ...2019-10-9 17:15 - greenbean - 文献求助专区

Idiosyncratic Return Volatility and the Information Quality
1 个回复 - 578 次查看【作者(必填)】Changling Chen (a1), Alan Guoming Huang (a2) and Ranjini Jha 【文题(必填)】Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion 【年份(必填) ...2019-6-11 17:41 - fxq2327 - 求助成功区

Idiosyncratic Volatility,Expected Windfall,and the Cross-Section of Stock Return
3 个回复 - 994 次查看【作者(必填)】 Chi Wan , [/backcolor]Zhijie Xiao 【文题(必填)】Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns in Essays in Honor of Peter C. B. Phillips (Advan ...2019-2-8 03:00 - leosong - 求助成功区

The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes
2 个回复 - 637 次查看【作者(必填)】Michael W. Brandt, Alon Brav, John R. Graham, Alok Kumar 【文题(必填)】The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes 【年份(必填)】The Review of Financial ...2019-1-15 16:09 - greenbean - 求助成功区

Idiosyncratic Volatility and Expected Returns at the Global Level
2 个回复 - 362 次查看【作者(必填)】Mehmet Umutlu 【文题(必填)】Idiosyncratic Volatility and Expected Returns at the Global Level 【年份(必填)】Financial Analysts Journal, Volume 71, 2015 - [/backcolor]Issue 6: 58-71 ...2019-1-15 16:25 - greenbean - 求助成功区

JBF文献求助Limits of arbitrage and idiosyncratic volatility: Evidence from China
1 个回复 - 1325 次查看【作者(必填)】MingGu a WenjinKang b BuXu c 【文题(必填)】Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market 【年份(必填)】Volume 86, January 2018, Pages 240-258 ...2018-1-10 15:38 - cooper56 - 求助成功区

Big Banks, Idiosyncratic Volatility, and Systemic Risk
1 个回复 - 1003 次查看【作者(必填)】 Ricardo T. Fernholz Christoffer Koch 【文题(必填)】 Big Banks, Idiosyncratic Volatility, and Systemic Risk 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.aeaweb.or ...2017-12-22 21:31 - waterup - 求助成功区

Big Banks, Idiosyncratic Volatility, and Systemic Risk
1 个回复 - 935 次查看【作者(必填)】 [*]Ricardo T. Fernholz [*]Christoffer Koch 【文题(必填)】 Big Banks, Idiosyncratic Volatility, and Systemic Risk【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www ...2017-7-21 15:57 - waterup - 求助成功区

Arbitrage asymmetry and the idiosyncratic volatility puzzle
3 个回复 - 3003 次查看【作者(必填)】RF Stambaugh, J Yu, Y Yuan 【文题(必填)】 Arbitrage asymmetry and the idiosyncratic volatility puzzle 【年份(必填)】The Journal of Finance, 2015 - Wiley Online Library 【全文链接 ...2015-6-10 12:13 - lk1966mail - 求助成功区

求助下载文献一篇Idiosyncratic volatility, arbitrage risk, and anomaly returns
2 个回复 - 700 次查看【作者(必填)】Jin, Lucy L 【文题(必填)】Idiosyncratic volatility, arbitrage risk, and anomaly returns 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://search.proquest.com/docview/1411930 ...2017-4-14 21:36 - cooper56 - 求助成功区

The common factor in idiosyncratic volatility: Quantitative asset pricing implic
2 个回复 - 928 次查看【作者(必填)】Bernard Herskovica, Bryan Kellyb, Hanno Lustigc, Stijn Van Nieuwerburghd 【文题(必填)】The common factor in idiosyncratic volatility: Quantitative asset pricing implications 【年份 ...2016-8-28 23:21 - MemMao - 求助成功区

High Idiosyncratic Volatility and Low Returns: A Prospect Theory Based
1 个回复 - 1275 次查看 High Idiosyncratic Volatility and Low Returns: A Prospect Theory Based Explanation A Bhootra… - 2011 - papers.ssrn.com2011-10-3 21:03 - 金融坦然 - 求助成功区

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors-特质波动之谜:...
0 个回复 - 676 次查看 2004-11-26 20:34 - 马尔可夫链802 - Forum

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors
0 个回复 - 326 次查看 2004-11-26 11:43 - 人民民主专政886 - Forum

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