Dissecting the idiosyncratic volatility anomaly
Chen, Linda H., Jiang, George J., Xu, Danielle D., Yao, TongVolume:
59
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2020.10.004
Date:
December, 2020
File:
PDF, 522 KB
2020