The information content of indiosyncratic volatility.

The information content of indiosyncratic volatility.

Bibliografski detalji
Izdano u:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Glavni autor: Jiang, George J.
Format: Članak
Jezik:English
Teme:
Rates of return.
Earnings.
Correlation analysis.