Sign in
Dissecting the Idiosyncratic Volatility Anomaly
Journal article   Peer reviewed

Dissecting the Idiosyncratic Volatility Anomaly

Linda Chen, George J Jiang, Danielle D Xu and Tong Yao
Journal of Empirical Finance, Vol.59, pp.193-209
2020
url
https://doi.org/10.1016/j.jempfin.2020.10.004View

Metrics

Details