High idiosyncratic volatility and low returns: International and further U.S. evidence
| Year of publication: |
2009
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|---|---|
| Authors: | Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 91.2009, 1, p. 1-23
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