Open AccessThe Idiosyncratic Volatility Puzzle: A Time-Specific Anomaly
Author(s) -
Xindong Zhang,
Jianying Li,
Xiaoli Wang,
Xiaoxin Hu
Publication year - 2021
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2021.112017
Subject(s) - volatility (finance) , economics , econometrics , dilemma , anomaly (physics) , financial economics , mathematics , physics , geometry , condensed matter physics