Return dispersion and expected returns Article

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

cited authors

  • Jiang, Xiaoquan

authors

publication date

  • June 1, 2010

published in

keywords

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

Digital Object Identifier (DOI)

start page

  • 107

end page

  • 135

volume

  • 24

issue

  • 2