Work

Idiosyncratic Volatility and the ICAPM Covariance Risk

Year: 2025

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.1017/s0022109025000195

Authors: Bing Han, Gang Li

Institutions: Chinese University of Hong Kong, University of Toronto

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4408946342

FWCI: 0.939

Cites: 46

Cited by: 2

Related to: 10