Idiosyncratic Volatility and Excess Return: Evidence from the Greater China Region

Li-Hsun Wang; Chu-Hsiung Lin; Jui-Heng Kang; Hung-Gay Fung

doi:10.1016/j.frl.2016.07.003

Idiosyncratic Volatility and Excess Return: Evidence from the Greater China Region

Li-Hsun Wang, Chu-Hsiung Lin, Jui-Heng Kang, Hung-Gay Fung

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Finance Research Letters
Volume	19
DOIs	https://doi.org/10.1016/j.frl.2016.07.003
State	Published - Jan 11 2016

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Economics
Finance

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title = "Idiosyncratic Volatility and Excess Return: Evidence from the Greater China Region",

author = "Li-Hsun Wang and Chu-Hsiung Lin and Jui-Heng Kang and Hung-Gay Fung",

note = "This study uses monthly data from the Greater China region from 1996 to 2010 to examine the relation between idiosyncratic volatility (IV) and excess ...",

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AU - Wang, Li-Hsun

AU - Lin, Chu-Hsiung

AU - Kang, Jui-Heng

AU - Fung, Hung-Gay

N1 - This study uses monthly data from the Greater China region from 1996 to 2010 to examine the relation between idiosyncratic volatility (IV) and excess ...

PY - 2016/1/11

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M3 - Article

VL - 19

JO - Finance Research Letters

JF - Finance Research Letters

ER -

Idiosyncratic Volatility and Excess Return: Evidence from the Greater China Region

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