Another look at idiosyncratic volatility and expected returns
Wei Huang, Qianqiu Liu, S. Ghon Rhee and Liang Zhang
Year of publication: |
2011
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Authors: | Huang, Wei ; Liu, Qianqiu ; Rhee, S. Ghon ; Zhang, Liang |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 24951808. - Vol. 9.2011, 4, p. 26-51
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