The return impact of realized and expected idiosyncratic volatility
| Year of publication: |
2011
|
|---|---|
| Authors: | Peterson, David R. ; Smedema, Adam R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 10, p. 2547-2559
|