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The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared; Hur, Jungshik - In: Journal of empirical finance 47 (2018), pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
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Diversification and idiosyncratic volatility puzzle : evidence from ETFs
Duanmu, Jun; Hur, Jungshik; Li, Yongjia - In: Research in international business and finance 71 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015062053
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The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns
Hur, Jungshik; Yang, Qing - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 807-827
Persistent link: https://www.econbiz.de/10015178441