Zobrazeno 1 - 1
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pro vyhledávání: '"Mohammadreza Tavakoli Baghdadabad"'
Publikováno v:
China Accounting and Finance Review, Vol 26, Iss 2, Pp 137-169 (2024)
We propose a risk factor for idiosyncratic entropy and explore the relationship between this factor and expected stock returns. We estimate a cross-sectional model of expected entropy that uses several common risk factors to predict idiosyncratic ent
Externí odkaz:
https://doaj.org/article/15161cf4e50d4f6798389d367ecd70cb
