Idiosyncratic volalitility and the cross section of expected returns.

Bibliographic Details
Published in:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Main Author:	Bali, Turan G.
Format:	Article
Language:	English
Subjects:	Volatility (Finance) Stocks > Prices. Rates of return. Expected returns. Expected utility. Liquidity (Finance)