Idiosyncratic volatility and equity returns: UK evidence

International Review of Financial Analysis

Volumn 17, Issue 3, 2008, Pages 539-556

  Angelidis, Timotheos ^a,b   Tessaromatis, Nikolaos ^b  

^a UNIVERSITY OF CRETE   (Greece)

^b Athens Laboratory of Business Administration   (Greece)

Author keywords

Idiosyncratic risk; Stock market volatility; Stock return predictability

Indexed keywords

EID: 44349165701     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2006.10.006     Document Type: Article

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