Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (Q827252)
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scientific article; zbMATH DE number 7290932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility |
scientific article; zbMATH DE number 7290932 |
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Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (English)
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7 January 2021
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idiosyncratic risk
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mean-reverting volatility
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cross-section stock returns
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Mincer-Zarnowitz regressions
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