Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1572-9338
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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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
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Wirtschaft
- Creator
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Bozhkov, Stanislav
- Contributor
- DOI
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10.1007/s10479-018-2846-7
- URN
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urn:nbn:de:101:1-2018061122245865641604
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:26 AM CEST
Data provider
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Bozhkov, Stanislav
- Lee, Habin
- Sivarajah, Uthayasankar
- Despoudi, Stella
- Nandy, Monomita
- SpringerLink (Online service)