Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors

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Standard

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. / Aslanidis, Nektarios; Christiansen, Charlotte; Lambertides, Neophytos; Savva, Christos S.

I: Review of Quantitative Finance and Accounting, Bind 52, Nr. 2, 2019, s. 381-401.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Aslanidis, N, Christiansen, C, Lambertides, N & Savva, CS 2019, 'Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors', Review of Quantitative Finance and Accounting, bind 52, nr. 2, s. 381-401. https://doi.org/10.1007/s11156-018-0713-x

APA

Aslanidis, N., Christiansen, C., Lambertides, N., & Savva, C. S. (2019). Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. Review of Quantitative Finance and Accounting, 52(2), 381-401. https://doi.org/10.1007/s11156-018-0713-x

CBE

Aslanidis N, Christiansen C, Lambertides N, Savva CS. 2019. Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. Review of Quantitative Finance and Accounting. 52(2):381-401. https://doi.org/10.1007/s11156-018-0713-x

MLA

Aslanidis, Nektarios o.a.. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors". Review of Quantitative Finance and Accounting. 2019, 52(2). 381-401. https://doi.org/10.1007/s11156-018-0713-x

Vancouver

Aslanidis N, Christiansen C, Lambertides N, Savva CS. Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. Review of Quantitative Finance and Accounting. 2019;52(2):381-401. https://doi.org/10.1007/s11156-018-0713-x

Author

Aslanidis, Nektarios ; Christiansen, Charlotte ; Lambertides, Neophytos ; Savva, Christos S. / Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. I: Review of Quantitative Finance and Accounting. 2019 ; Bind 52, Nr. 2. s. 381-401.

Bibtex

@article{78fafb56a9e340b79e4d8d505be56bfa,
title = "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors",
author = "Nektarios Aslanidis and Charlotte Christiansen and Neophytos Lambertides and Savva, {Christos S.}",
year = "2019",
doi = "10.1007/s11156-018-0713-x",
language = "English",
volume = "52",
pages = "381--401",
journal = "Review of Quantitative Finance and Accounting",
issn = "0924-865X",
publisher = "Springer New York LLC",
number = "2",

}

RIS

TY - JOUR

T1 - Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors

AU - Aslanidis, Nektarios

AU - Christiansen, Charlotte

AU - Lambertides, Neophytos

AU - Savva, Christos S.

PY - 2019

Y1 - 2019

U2 - 10.1007/s11156-018-0713-x

DO - 10.1007/s11156-018-0713-x

M3 - Journal article

VL - 52

SP - 381

EP - 401

JO - Review of Quantitative Finance and Accounting

JF - Review of Quantitative Finance and Accounting

SN - 0924-865X

IS - 2

ER -