Individual investors and volatility
Year of publication: |
2008-07-01
|
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Authors: | Foucault, Thierry ; Themar, David ; Sraer, David |
Institutions: | HEC Paris (École des Hautes Études Commerciales) |
Subject: | Idiosyncratic volatility | Retail investors | Noise trading |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Les Cahiers de Recherche - Groupe HEC Number 899 45 pages |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Individual Investors and Volatility
Foucault, Thierry, (2008)
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Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle
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Foucault, Thierry, (2013)
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