Essays about: "Ivan Mihhejev"

Found 1 essay containing the words Ivan Mihhejev.

  1. 1. Reconciling Quality and Idiosyncratic Volatility Puzzles: A Study of the Effect of Stock Fundamentals on Pricing and Firm-Specific Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Julius Juodinis; Ivan Mihhejev; [2014]
    Keywords : quality; fundamentals; idiosyncratic return volatility; pricing;

    Abstract : The aim of the paper is twofold. First - to investigate the relation between quality of a stock, as measured by a set of its fundamentals, and its idiosyncratic return volatility. READ MORE