The idiosyncratic volatility puzzle and mergers and acquisitions activity.

Lorne N. Switzer Nabil El Meslmani

Published in: Risk Decis. Anal. (2017)

Keyphrases

stock market
stock trading
data mining
multiscale
human activities
stock price
exchange rate
data sets
learning algorithm
website
evolutionary algorithm
state space
financial markets
activity theory
garch model