Idiosyncratic volatility and firm-specific news: evidence from the Chinese stock market-Reference-Cited by-同舟云学术

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Idiosyncratic volatility and firm-specific news: evidence from the Chinese stock market

Published:2023-05-02 Issue:2 Volume:36 Page:
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

Li Yi¹^ORCID,Hoang Van Hai²^ORCID,Sun Cuiping³^ORCID,Lee Jangwoo⁴

Affiliation:

1. School of Economics and Management, Weifang University, Weifang, China

2. University of Economics, The University of Danang, Da Nang, Vietnam

3. School of Economics and Management, Weifang University of Science and Technology, Weifang, China

4. School of Business, Pusan National University, Busan, Republic of Korea

Funder

Doctoral Research Foundation of Weifang University

Doctoral Research Foundation of Weifang University of Science and Technology

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2023.2173630

Reference50 articles.

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

2. The Cross-Section of Volatility and Expected Returns

3. High idiosyncratic volatility and low returns: International and further U.S. evidence

4. Idiosyncratic volatility puzzle: influence of macro-finance factors

5. Unusual News Flow and the Cross Section of Stock Returns

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