Intangible factor and idiosyncratic volatility puzzles
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DOI: 10.1016/j.frl.2019.101403
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Cited by:
- Jung, Hail & Lee, Junyoup & Song, Chang-Keun, 2023. "Carbon productivity and volatility," Finance Research Letters, Elsevier, vol. 56(C).
- Taoufik Elkemali, 2024. "Intangible and Tangible Investments and Future Earnings Volatility," Economies, MDPI, vol. 12(6), pages 1-18, May.
- Emmanuel Adu‐Ameyaw & Albert Danso & Linda Hickson, 2022. "Growth opportunity and investment policy: The role of managerial incentives," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(8), pages 3634-3646, December.
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More about this item
Keywords
Intangible capital; Idiosyncratic volatility puzzle; DSGE model; Fama–Macbeth regression;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- O32 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - Management of Technological Innovation and R&D
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