Open AccessPatterns and Pricing of Idiosyncratic Volatility in the French Stock Market
Author(s) -
Zhentao Liu,
Gilbert V. Nartea,
Ji Wu
Publication year - 2018
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2018.81005
Subject(s) - volatility (finance) , economics , capital asset pricing model , stock (firearms) , financial economics , stock market , stock market volatility , econometrics , volatility smile , monetary economics , mechanical engineering , paleontology , horse , engineering , biology
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