Public news arrival and the idiosyncratic volatility puzzle

Journal of Empirical Finance - Tập 37 - Trang 159-172 - 2016
Yanlin Shi1, Wai-Man Liu2, Kin-Yip Ho2
1School of Demography, The Australian National University, ACT 2601, Australia
2Research School of Finance, Actuarial Studies and Statistics, The Australian National University, ACT 2601, Australia

Tài liệu tham khảo

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