Keywords: Realized return
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Journal Articles
China Accounting and Finance Review (2022) 24 (2): 226–259.
Published: 17 March 2022
...Zhuo (June) Cheng; Jing (Bob) Fang Purpose This study aims to examine what underlies the estimated relation between idiosyncratic volatility and realized return. Design/methodology/approach Idiosyncratic volatility has a dual effect on stock pricing: it not only affects investors' expected...
Includes: Supplementary data

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