HIGH IDIOSYNCRATIC VOLATILITY AND LOW RETURNS: INTERNATIONAL AND FURTHER U.S. EVIDENCE
| Year of publication: |
2008
|
|---|---|
| Authors: | Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2008, 13739
|