Firm-level return dispersion and the future volatility of aggregate stock market returns
| Year of publication: |
2003
|
|---|---|
| Authors: | Stivers, Christopher T. |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 6.2003, 3, p. 389-411
|
| Publisher: |
Elsevier |