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Title: Sources of Idiosyncratic Volatility Puzzle
Other Titles: 고유변동성 퍼즐의 근원
Authors: Hoang, Van Hai
Advisor: 엄, 철준,
Keywords: Idiosyncratic volatility
Limits of arbitrage,
Lottery-type stocks
Issue Date: 2019
Publisher: Pusan National University
Description: Doctoral thesis. Major: Business Administration; 146 pages
Table of contents: Chapter I. The Lottery Mindset, Mispricing and Idiosyncratic Volatility Puzzle; Chapter II. MAX and Lottery-type Stocks.
Appears in Collections:Kinh tế

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