The idiosyncratic volatility puzzle: Time trend or speculative episodes

Review of Financial Studies

Volumn 23, Issue 2, 2010, Pages 863-899

  Brandt, Michael W ^a   Brav, Alon ^a   Graham, John R ^a   Kumar, Alok ^b  

^a DUKE UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 76549120326     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp087     Document Type: Article

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