Work

Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors

Year: 2011

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2011.01.002

Author: Fousseni Chabi-Yo

Institution: The Ohio State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2040733715

FWCI: 2.371

Cites: 36

Cited by: 25

Related to: 10