Extreme returns and the idiosyncratic volatility puzzle: African evidence-Reference-Cited by-同舟云学术

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Extreme returns and the idiosyncratic volatility puzzle: African evidence

Published:2019-06-24 Issue:58 Volume:51 Page:6264-6279
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Wu Ji¹^ORCID,Chimezie Eze Peter²,Nartea Gilbert V.³,Zhang Jing⁴

Affiliation:

1. School of Economics and Finance, Massey Business School, Massey University – Albany Campus, Auckland, New Zealand

2. Institute for Financial and Accounting Studies, Xiamen University, Fujian, PR China

3. Department of Economics and Finance, UC Business School, University of Canterbury, Christchurch, New Zealand

4. Department of Economics, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Fujian, PR China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1631442

Reference59 articles.

1. Preferences for lottery stocks at Borsa Istanbul

2. Speculative bubbles and irrational exuberance in African stock markets

3. Illiquidity and stock returns: cross-section and time-series effects

4. The Cross-Section of Volatility and Expected Returns

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