Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility

Stanislav Bozhkov, Habin Lee, Uthayasankar Sivarajah, Stella Despoudi, Monomita Nandy

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)
51 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility'. Together they form a unique fingerprint.

Economics, Econometrics and Finance