Idiosyncratic volalitility and the cross section of expected returns.

Idiosyncratic volalitility and the cross section of expected returns.

מידע ביבליוגרפי
הוצא לאור ב:Journal of financial and quantitative analysis V.43, 1-4 (2008).
מחבר ראשי: Bali, Turan G.
פורמט: Article
שפה:English
נושאים:
Volatility (Finance)
Stocks > Prices.
Rates of return.
Expected returns.
Expected utility.
Liquidity (Finance)