Impact of Idiosyncratic Volatility on Stock Returns: A Cross-Sectional Study
Author(s) -
Serguey Khovansky,
Oleksandr Zhylyevskyy
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2011470
Subject(s) - volatility (finance) , econometrics , stock (firearms) , financial economics , economics , engineering , mechanical engineering
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