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.

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Title Corporate hedging and the high idiosyncratic volatility low return puzzle
Author(s) Chng, Michael T.
Fang, VictorORCID iD for Fang, Victor orcid.org/0000-0001-8914-3363
Xiang, VincentORCID iD for Xiang, Vincent orcid.org/0000-0002-9682-0614
Zhang, Hong FengORCID iD for 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
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