Ambiguity, Macro Factors, and Stock Return Volatility Academic Article

authors

• Kim, Hwagyun

published proceedings

• Mays Business School Research Paper

author list (cited authors)

• Kang, L. L., & Kim, H.

complete list of authors

• Kang, Le Lexi||Kim, Hwagyun

publication date

• December 2016

keywords

• Ambiguity Aversion
• Earnings Forecast Dispersion
• Idiosyncratic Risk
• Idiosyncratic Volatility Puzzle
• Macroeconomic Uncertainty

issue

• 2880963