The return impact of realized and expected idiosyncratic volatility
Year of publication: |
2011
|
---|---|
Authors: | Peterson, David R. ; Smedema, Adam R. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 10, p. 2547-2559
|
Saved in:
Saved in favorites
Similar items by person
-
The return impact of realized and expected idiosyncratic volatility
Peterson, David R., (2011)
-
Idiosyncratic volatility covariance and expected stock returns
Peterson, David R., (2013)
-
The return impact of realized and expected idiosyncratic volatility
Peterson, David R., (2011)
- More ...