Open AccessHave We Solved the Idiosyncratic Volatility Puzzle?
Author(s) -
Kewei Hou,
Roger Loh
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2023251
Subject(s) - volatility (finance) , implied volatility , volatility smile , economics , econometrics , financial economics , monetary economics
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