Return dispersion and expected returns

Financial Markets and Portfolio Management

Volumn 24, Issue 2, 2010, Pages 107-135

  Jiang, Xiaoquan ^a  

^a FLORIDA INTERNATIONAL UNIVERSITY   (United States)

Author keywords

Asset pricing; Cross sectional returns; G11; G12; Idiosyncratic volatility; Market volatility; Return dispersion

Indexed keywords

EID: 77952099515     PISSN: 15554961     EISSN: 1555497X     Source Type: Journal    
DOI: 10.1007/s11408-009-0122-1     Document Type: Article

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