"Idiosyncratic risk and the cross-section of stock returns: the role of ..."

Stanislav Bozhkov et al. (2020)

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DOI: 10.1007/S10479-018-2846-7

access: open

type: Journal Article

metadata version: 2021-05-14

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  - https://dblp.org/rec/journals/anor/BozhkovLSDN20
Stanislav Bozhkov, Habin Lee, Uthayasankar Sivarajah, Stella Despoudi, Monomita Nandy:
Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility. Ann. Oper. Res. 294(1): 419-452 (2020)

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