Cross-Sectional Volatility and Return Dispersion

Financial Analysts Journal

Volumn 58, Issue 5, 2002, Pages 67-73

  Ankrim, Ernest M ^a   Ding, Zhuanxin ^a  

^a Frank Russell Company   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346111503     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n5.2469     Document Type: Article

References (5)

1. Ankrim, Ernest M. 1997. "Past Performance Is No Guarantee of PAST Results!" Russell Research Commentary (August).
2. Campbell, John Y., Martin Lettau, Burton Malkiel, and Yexiao Xu. 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk." Journal of Finance, vol. 56, no. 1 (February):1-43.
3. Financial Research Corporation. 2001. Investors Behaving Badly. Investing Essentials, Phoenix Investment Partners.
4. Nesbitt, Stephen L. 1995. "Buy High, Sell Low: Timing Errors in Mutual Fund Allocations." Journal of Portfolio Management, vol. 22, no. 1 (Fall):57-60.
5. Riley, Barry. 2000. "Coping with the Market's Mood Swings." Financial Times, Euro Markets section (September 27).