Idiosyncratic volalitility and the cross section of expected returns.

Idiosyncratic volalitility and the cross section of expected returns.

Detaylı Bibliyografya
Yayımlandı:Journal of financial and quantitative analysis V.43, 1-4 (2008).
Yazar: Bali, Turan G.
Materyal Türü: Makale
Dil:English
Konular:
Volatility (Finance)
Stocks > Prices.
Rates of return.
Expected returns.
Expected utility.
Liquidity (Finance)