Idiosyncratic volatility, aggregate volatility risk, and the cross-section of returns

Thesis (Ph. D.)--University of Rochester. William E. Simon Graduate School of Business Administration, 2008.

Authors:	Barinov, Alexander (1981 ; Schwert, G. William (1950
Publisher:	University of Rochester
Subject:	Empirical asset pricing \| New issues puzzle \| Aggregate volatility \| Anomolies \| Value effect \| Idiosyncratic volatility

Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Thesis
Language:	English
Source:	BASE

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009482974