Showing 1 - 10 of 29,500
Persistent link: https://www.econbiz.de/10003977127
Firm size is an essential factor in examining the relation between returns and idiosyncratic volatilities. This paper documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is statistically significant in explaining the future...
Persistent link: https://www.econbiz.de/10013117807
Persistent link: https://www.econbiz.de/10012498957
Persistent link: https://www.econbiz.de/10012503762
Persistent link: https://www.econbiz.de/10014373272
Persistent link: https://www.econbiz.de/10003429276
Persistent link: https://www.econbiz.de/10003942517
Persistent link: https://www.econbiz.de/10013503231
Persistent link: https://www.econbiz.de/10013164705
Persistent link: https://www.econbiz.de/10011944597