Return dispersion and expected returns Article

Jiang, Xiaoquan. (2010). Return dispersion and expected returns . 24(2), 107-135. 10.1007/s11408-009-0122-1

keywords

  • Asset pricing
  • Business & Economics
  • Business, Finance
  • Cross-sectional returns
  • Idiosyncratic volatility
  • Market volatility
  • Return dispersion
  • Social Sciences

Digital Object Identifier (DOI)

publisher

  • SPRINGER

start page

  • 107

end page

  • 135

volume

  • 24

issue

  • 2