Journal of Financial Markets
Vol. 61
2022
The alphas of beta and idiosyncratic volatility
Percy
Poon1;
Tong
Yao2;
Andrew (Jianzhong)
Zhang1
1 University of Nevada, Las Vegas · 2 University of Iowa
- DOI
- 10.1016/j.finmar.2022.100720
- Volume
- 61
- Pages
- 100720
- Language
- en
- Sources
-
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