特质波动率与收益相关吗?来自具有高质量特质波动率估计的子样本公司的证据

Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates

Journal of Banking & Finance · 2021
被引 12
人大 A-ABS 3
资产定价波动率金融计量公司金融