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"The Short-Run and Long-Run Components of Idiosyncratic Volatility and ..."

Yunting Liu (2022)

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DOI: 10.1287/MNSC.2020.3884

access: closed

type: Journal Article

metadata version: 2022-04-01

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Yunting Liu:
The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock Returns. Manag. Sci. 68(2): 1573-1589 (2022)

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