Work

Good variance, bad variance, and stock return predictability

Year: 2020

Type: article

Source: International Journal of Finance & Economics

DOI: 10.1002/ijfe.2022

Authors: Yaojie Zhang, Feng Ma, Chao Liang, Yi Zhang

Institutions: Nanjing Audit University, Nanjing University of Science and Technology, Southwest Jiaotong University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Innovative Research Group Project of the National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Awards: G1734686528, G2051556665, G2618567197, G5416416709, G671685112

OpenAlex ID: W3047076748

FWCI: 4.409

Cites: 41

Cited by: 26

Related to: 10