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Volumn 35, Issue 10, 2011, Pages 2547-2558

The return impact of realized and expected idiosyncratic volatility

Author keywords

Asset pricing; Idiosyncratic volatility; Limits to arbitrage; Seasonality; Sentiment

Indexed keywords


EID: 79960926846     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.02.015     Document Type: Article
Times cited : (42)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.