Work

Idiosyncratic volatility, arbitrage risk, and anomaly returns

Year: 2013

Type: dissertation

Source: Scholarly Commons (University of Pennsylvania)

Author: Lucy L. Jin

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W256977831

Cites:

Cited by: 6

Related to: 10