Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10001456475
Persistent link: https://www.econbiz.de/10001390215
Persistent link: https://www.econbiz.de/10001671292
This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...
Persistent link: https://www.econbiz.de/10013191011