On the relation between EGARCH idiosyncratic volatility and expected stock returns

Journal of Financial and Quantitative Analysis

Volumn 49, Issue 1, 2014, Pages 271-296

  Guo, Hui ^a   Kassa, Haimanot ^b   Ferguson, Michael F ^a  

^a UNIVERSITY OF CINCINNATI   (United States)

^b MIAMI UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84904760164     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109014000027     Document Type: Article

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