Price momentum and idiosyncratic volatility

Financial Review

Volumn 43, Issue 2, 2008, Pages 159-190

  Arena, Matteo P ^a   Haggard, K Stephen ^b   Yan, Xuemin Sterling ^c  

^a MARQUETTE UNIVERSITY   (United States)

^b MISSOURI STATE UNIVERSITY   (United States)

^c UNIVERSITY OF MISSOURI   (United States)

Author keywords

Idiosyncratic volatility; Limits of arbitrage; Price momentum

Indexed keywords

EID: 78650031900     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2008.00190.x     Document Type: Article

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