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100%: Homann, Lasse: The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (ISBN: 9783346153227) Erstausgabe, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
97%: Homann, Lasse: The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (eBook, PDF) (ISBN: 9783346153210) 2016, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016
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The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (Paperback) (2020)
~EN PB NW FEISBN: 9783346153227 bzw. 3346153223, vermutlich in Englisch, GRIN Verlag, United States, Taschenbuch, neu, Erstausgabe.
Von Händler/Antiquariat, The Book Depository EURO [60485773], London, United Kingdom.
Language: English. Brand new Book. Master's Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size.
Language: English. Brand new Book. Master's Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size.
2
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (2016)
~EN NW EB DLISBN: 9783346153210 bzw. 3346153215, vermutlich in Englisch, GRIN Verlag, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016: Master`s Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size. Englisch, Ebook.
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016: Master`s Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size. Englisch, Ebook.
3
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (eBook, PDF) (2016)
~EN NWISBN: 9783346153210 bzw. 3346153215, vermutlich in Englisch, GRIN Verlag, neu.
Lieferung aus: Deutschland, Sofort per Download lieferbar, Versandkostenfrei innerhalb von Deutschland.
Master's Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size.
Master's Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size.
4
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (2016)
~EN PB NWISBN: 9783346153227 bzw. 3346153223, vermutlich in Englisch, GRIN Verlag, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Master's Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size. Versandfertig in 6-10 Tagen, Taschenbuch, Neuware, Offene Rechnung (Vorkasse vorbehalten).
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Master's Thesis from the year 2018 in the subject Economics - Finance, grade: 1.0, University of Hannover (Institute of Financial Markets), language: English, abstract: The main goal of this thesis is to examine whether the negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility also can be found for the German stock market for the period of January 1990 through June 2016, by sorting stocks into portfolios on the basis of their idiosyncratic volatility estimates. This procedure follows Ang et al. (2006). Similar to the findings of Ang et al. (2006) for the US stock market this paper shows that there is a significant difference in returns relative to the Fama-French three-factor model, between portfolios of stocks with high and portfolios of stocks with low past idiosyncratic volatility. Although for the period 1990 - 2016 no relationship between lagged idiosyncratic volatility and the cross-section of stock returns has been found, the Idiosyncratic Volatility Puzzle reveals itself for the sub-period 2003 - 2016, when the respective portfolios of stocks with different levels of idiosyncratic volatility are controlled for size. Versandfertig in 6-10 Tagen, Taschenbuch, Neuware, Offene Rechnung (Vorkasse vorbehalten).
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The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (2020)
~EN NW RPISBN: 9783346153227 bzw. 3346153223, vermutlich in Englisch, GRIN Verlag, neu, Nachdruck.
Von Händler/Antiquariat, Books2Anywhere [190245], Fairford, GLOS, United Kingdom.
New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (2017)
~EN PB NW RPISBN: 9783346153227 bzw. 3346153223, vermutlich in Englisch, GRIN Verlag, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, Ria Christie Collections [59718070], Uxbridge, United Kingdom.
PRINT ON DEMAND Book; New; Publication Year 2017; Fast Shipping from the UK.
PRINT ON DEMAND Book; New; Publication Year 2017; Fast Shipping from the UK.
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Negative relationship between the cross-section o (2016)
~EN PB NW FEISBN: 9783346153227 bzw. 3346153223, vermutlich in Englisch, Droemer, München, Deutschland, Taschenbuch, neu, Erstausgabe.
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Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (2016)
~EN PB NW FEISBN: 3346153223 bzw. 9783346153227, vermutlich in Englisch, GRIN Verlag, Taschenbuch, neu, Erstausgabe.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (2016)
~EN NW EB DLISBN: 9783346153210 bzw. 3346153215, vermutlich in Englisch, Droemer, München, Deutschland, neu, E-Book, elektronischer Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016 (2020)
EN PB NW FEISBN: 9783346153227 bzw. 3346153223, in Englisch, 40 Seiten, GRIN Verlag, Taschenbuch, neu, Erstausgabe.
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GRIN Verlag, Taschenbuch, Ausgabe: 1. Publiziert: 2020-04-29T00:00:01Z, Produktgruppe: Book.
Von Händler/Antiquariat, GRIN Publishing GmbH.
GRIN Verlag, Taschenbuch, Ausgabe: 1. Publiziert: 2020-04-29T00:00:01Z, Produktgruppe: Book.
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