Liquidity Biases and the Pricing of Cross-Sectional...

Journal of Financial and Quantitative Analysis 2015 / 12 Vol. 50; Iss. 6

Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World

Han, Yufeng, Hu, Ting, Lesmond, David A.
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Volume:
50
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109015000605
Date:
December, 2015
File:
PDF, 168 KB
english, 2015
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