Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1572-9338
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility ; day:6 ; month:4 ; year:2018 ; pages:1-34
Annals of operations research ; (6.4.2018), 1-34

Classification
Wirtschaft

Creator
Bozhkov, Stanislav
Contributor
Lee, Habin
Sivarajah, Uthayasankar
Despoudi, Stella
Nandy, Monomita
SpringerLink (Online service)

DOI
10.1007/s10479-018-2846-7
URN
urn:nbn:de:101:1-2018061122245865641604
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:26 AM CEST

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