Idiosyncratic Volatility, Stock Market Volatility, and...

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Hui Guo and Robert Savickas
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Volume:
24
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27638851
Date:
April, 2006
File:
PDF, 1.83 MB
english, 2006
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