Idiosyncratic volalitility and the cross section of expected returns.

Idiosyncratic volalitility and the cross section of expected returns.

Détails bibliographiques
Publié dans:Journal of financial and quantitative analysis V.43, 1-4 (2008).
Auteur principal: Bali, Turan G.
Format: Article
Langue:English
Sujets:
Volatility (Finance)
Stocks > Prices.
Rates of return.
Expected returns.
Expected utility.
Liquidity (Finance)