The dynamic relation between returns and idiosyncratic volatility Article

Jiang, Xiaoquan, Lee, Bong-Soo. (2006). The dynamic relation between returns and idiosyncratic volatility . FINANCIAL MANAGEMENT, 35(2), 43-65. 10.1111/j.1755-053X.2006.tb00141.x

International Collaboration

keywords

  • Business & Economics
  • Business, Finance
  • PERSISTENCE
  • RISK
  • STOCK-MARKET VOLATILITY
  • Social Sciences

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 43

end page

  • 65

volume

  • 35

issue

  • 2