Theoretical Economics Letters

Vol.8 No.1(2018), Paper ID 82056, 20 pages

DOI:10.4236/tel.2018.81005

 

Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market

 

Zhentao Liu, Gilbert V. Nartea, Ji Wu

 

Institute for Financial & Accounting Studies, Xiamen University, Fujian, China
Department of Economics and Finance, UC Business School, University of Canterbury, Christchurch, New Zealand
School of Economics and Finance, Massey Business School, Massey University—Albany Campus, Auckland, New Zealand

 

Copyright © 2018 Zhentao Liu, Gilbert V. Nartea, Ji Wu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Liu, Z. , Nartea, G. and Wu, J. (2018) Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market. Theoretical Economics Letters, 8, 79-97. doi: 10.4236/tel.2018.81005.

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