Corporate hedging and the high idiosyncratic volatility low return puzzle Chng, Michael T., Fang, Victor, Xiang, Vincent and Zhang, Hong Feng 2017, Corporate hedging and the high idiosyncratic volatility low return puzzle, International review of finance, vol. 17, no. 3, pp. 395-425, doi: 10.1111/irfi.12109. Attached Files Name Description MIMEType Size Downloads Title Corporate hedging and the high idiosyncratic volatility low return puzzle Author(s) Chng, Michael T. Fang, Victor orcid.org/0000-0001-8914-3363 Xiang, Vincent orcid.org/0000-0002-9682-0614 Zhang, Hong Feng orcid.org/0000-0001-9017-9646 Journal name International review of finance Volume number 17 Issue number 3 Start page 395 End page 425 Total pages 31 Publisher Wiley-Blackwell Place of publication London, Eng. Publication date 2017-09 ISSN 1369-412X Keyword(s) Social Sciences Business, Finance Business & Economics FOREIGN-CURRENCY DERIVATIVES EXCHANGE-RATE EXPOSURE MARKET-EFFICIENCY EXPECTED RETURNS STOCK RETURNS RISK EQUILIBRIUM INFORMATION INDUSTRY TESTS Language eng DOI 10.1111/irfi.12109 Field of Research 150201 Finance 1502 Banking, Finance And Investment Socio Economic Objective 970114 Expanding Knowledge in Economics HERDC Research category C1 Refereed article in a scholarly journal ERA Research output type C Journal article Copyright notice ©2017, International Review of Finance Persistent URL http://hdl.handle.net/10536/DRO/DU:30091230 Document type: Journal Article Collections: Faculty of Business and Law Department of Finance Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Tue, 14 Feb 2017, 09:28:06 EST Wed, 15 Feb 2017, 04:00:10 EST Wed, 15 Feb 2017, 07:18:41 EST Tue, 21 Feb 2017, 05:05:16 EST Mon, 27 Feb 2017, 14:33:31 EST Mon, 27 Feb 2017, 14:39:00 EST Mon, 27 Feb 2017, 14:43:14 EST Sat, 04 Mar 2017, 01:32:58 EST Fri, 21 Apr 2017, 13:50:36 EST Fri, 22 Sep 2017, 14:21:24 EST Sat, 23 Sep 2017, 02:30:08 EST Mon, 25 Sep 2017, 07:55:23 EST Sat, 30 Sep 2017, 02:31:10 EST Wed, 25 Jul 2018, 11:15:39 EST Wed, 25 Jul 2018, 11:17:51 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 1 times in Scopus Search Google Scholar Access Statistics: 305 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Tue, 14 Feb 2017, 09:28:06 EST

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