Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets

Accounting and Finance

Volumn 51, Issue 4, 2011, Pages 1031-1054

  Nartea, Gilbert V ^a   Ward, Bert D ^a   Yao, Lee J ^b  

^a LINCOLN UNIVERSITY   (New Zealand)

^b LOYOLA UNIVERSITY   (United States)

Author keywords

Cross sectional returns; Idiosyncratic volatility; Southeast Asian markets

Indexed keywords

EID: 80155139278     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2010.00384.x     Document Type: Article

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