Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns (Q5133527)
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scientific article; zbMATH DE number 7272407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns |
scientific article; zbMATH DE number 7272407 |
Statements
Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns (English)
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10 November 2020
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idiosyncratic volatility
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conditional skewness
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robust estimation
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quantile regression
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