Work

Why Do Firms with High Idiosyncratic Volatility and High Trading Volume Volatility Have Low Returns?

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1361835

Authors: Thomas J. George, Chuan-Yang Hwang

Institutions: University of Houston, Nanyang Technological University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3000447870

Cites:

Cited by: 11

Related to: 10