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The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Authors :
Bernard Herskovic
Bryan Kelly
Hanno Lustig
Stijn Van Nieuwerburgh
Publication Year :
2014
Publisher :
National Bureau of Economic Research, 2014.

Details

Database :
OpenAIRE
Accession number :
edsair.doi...........862efae7465867d3fd68af9c4d2c5ac6
Full Text :
https://doi.org/10.3386/w20076