Aggregate Idiosyncratic Volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Bekaert, Geert ; Hodrick, Robert J ; Zhang, Xiaoyan |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 47.2012, 6, p. 1155-1186
|