The negative relationship between the cross-section of ex...
Homann, Lasse
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 ...