Return dispersion and expected returns
| Year of publication: |
2010
|
|---|---|
| Authors: | Jiang, Xiaoquan |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 24.2010, 2, p. 107-135
|
| Publisher: |
Springer |
| Subject: | Return dispersion | Cross-sectional returns | Asset pricing | Market volatility | Idiosyncratic volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596993