Idiosyncratic volalitility and the cross section of expected returns.

Detalles Bibliográficos
Publicado en:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Autor principal:	Bali, Turan G.
Formato:	Artículo
Lenguaje:	English
Materias:	Volatility (Finance) Stocks > Prices. Rates of return. Expected returns. Expected utility. Liquidity (Finance)