Idiosyncratic volalitility and the cross section of expected returns.

Idiosyncratic volalitility and the cross section of expected returns.

Bibliographische Detailangaben
Veröffentlicht in:Journal of financial and quantitative analysis V.43, 1-4 (2008).
1. Verfasser: Bali, Turan G.
Format: Artikel
Sprache:English
Schlagworte:
Volatility (Finance)
Stocks > Prices.
Rates of return.
Expected returns.
Expected utility.
Liquidity (Finance)