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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of political economy"
~person:"Kelly, Bryan T."
~person:"Liu, Yan"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Kapitaleinkommen"
~subject:"Risk"
~subject:"Volatility"
~type:"article"
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
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