Does idiosyncratic volatility proxy for a missing risk factor? Evidence using portfolios as test assets
Year of publication: |
2021
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Authors: | Gempesaw, David ; Kassa, Haimanot ; Bela Zykaj, Blerina |
Published in: |
European Financial Management. - Wiley, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 28.2021, 3, p. 693-721
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Publisher: |
Wiley |
Saved in:
Online Resource
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