On the Dynamic Relation between Returns and Idiosyncratic Volatility Preprint

Jiang, Xiaoquan, Lee, Bong-Soo. On the Dynamic Relation between Returns and Idiosyncratic Volatility . 10.2139/ssrn.642125

cited authors

  • Jiang, Xiaoquan; Lee, Bong-Soo

authors

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)