Open AccessThe five-factor model, stock returns and idiosyncratic volatility: evidence from Sri Lanka
Author(s) -
H. A. P. K. Perera
Publication year - 2022
Publication title -
international journal of accounting and business finance
Language(s) - English
Resource type - Journals
eISSN - 2448-9875
pISSN - 2448-9867
DOI - 10.4038/ijabf.v8i1.114
Subject(s) - economics , financial economics , capital asset pricing model , volatility (finance) , volatility swap , econometrics , volatility smile , systematic risk , volatility risk premium , stock (firearms) , implied volatility , heteroscedasticity , empirical evidence , mechanical engineering , engineering , philosophy , epistemology