Work

Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle

Year: 2021

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2021.101938

Authors: Yong Li, Yuandong Mu, Tianyu Qin

Institutions: University of International Business and Economics, Beijing Foreign Studies University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: 期权定价、隐含信息与资产配置研究

OpenAlex ID: W3122956650

FWCI: 0.981

Cites: 19

Cited by: 8

Related to: 10