Idiosyncratic volalitility and the cross section of expected returns.

Idiosyncratic volalitility and the cross section of expected returns.

Sonraí bibleagrafaíochta
Foilsithe in:Journal of financial and quantitative analysis V.43, 1-4 (2008).
Príomhchruthaitheoir: Bali, Turan G.
Formáid: Alt
Teanga:English
Ábhair:
Volatility (Finance)
Stocks > Prices.
Rates of return.
Expected returns.
Expected utility.
Liquidity (Finance)