Crossmark

Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility

Crossref DOI link: https://doi.org/10.1007/s10479-018-2846-7

Published Online: 2018-04-06

Published Print: 2020-11

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bozhkov, Stanislav

Lee, Habin http://orcid.org/0000-0003-0071-4874
Sivarajah, Uthayasankar http://orcid.org/0000-0002-6401-540X
Despoudi, Stella

Nandy, Monomita
Funding

Funding for this research was provided by:

National Research Foundation of Korea (2016S1A2A2912265)
License Information

Text and Data Mining valid from 2018-04-06

Version of Record valid from 2018-04-06
More Information

Article History

First Online: 6 April 2018