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Results of search for idiosyncratic volatility
Records found: 4
| DP8747 |
Currency Momentum Strategies Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: January 2012 |
| DP8149 |
Aggregate Idiosyncratic Volatility Author(s): Geert Bekaert, Robert J Hodrick and Xiaoyan Zhang Published: December 2010 |
| DP6915 |
Individual Investors and Volatility Author(s): Thierry Foucault, David Sraer and David Thesmar Published: July 2008 |
| DP4812 |
Idiosyncratic Volatility and Product Market Competition Author(s): José-Miguel Gaspar and Massimo Massa Published: December 2004 |
Records Found 4