The dynamic relation between returns and idiosyncratic volatility

Financial Management

Volumn 35, Issue 2, 2006, Pages 43-65

  Jiang, Xiaoquan ^a   Lee, Bong Soo ^b,c  

^a UNIVERSITY OF NORTHERN IOWA   (United States)

^b Korea Advanced Institute of Science and Technology   (South Korea)

^c FLORIDA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749619836     PISSN: 00463892     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1755-053X.2006.tb00141.x     Document Type: Article

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