The idiosyncratic volatility puzzle: time trend or speculative episodes?

Brandt, Michael W, Brav, Alon, Graham, John R and Kumar, Alok 2010, The idiosyncratic volatility puzzle: time trend or speculative episodes?, Review of financial studies, vol. 23, no. 2, pp. 863-899, doi: 10.1093/rfs/hhp087.

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Title The idiosyncratic volatility puzzle: time trend or speculative episodes?
Author(s) Brandt, Michael W
Brav, Alon
Graham, John R
Kumar, Alok
Journal name Review of financial studies
Volume number 23
Issue number 2
Start page 863
End page 899
Total pages 37
Publisher Oxford University Press
Place of publication Oxford, Eng.
Publication date 2010-02
ISSN 0893-9454
Keyword(s) Idiosyncratic volatility
Industry volatility
Market volatility
Language eng
DOI 10.1093/rfs/hhp087
Field of Research 1402 Applied Economics
1502 Banking, Finance And Investment
1401 Economic Theory
Socio Economic Objective 0 Not Applicable
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2009, The Author
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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