Expected volatility, unexpected volatility, and the cross-section of stock returns

Journal of Financial Research

Volumn 33, Issue 2, 2010, Pages 103-123

  Chua, Choong Tze ^a   Goh, Jeremy ^a   Zhang, Zhe ^a  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77954705054     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2010.01264.x     Document Type: Article

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