Keywords: Industry volatility
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Journal Articles
Critical Finance Review (2023) 12 (1-4): 203–223.
Published: 08 August 2023
... of fundamental factors and investor sentiment in driving the observed fluctuations in volatility. Idiosyncratic volatility Industry volatility Market volatility Market microstructure C12 E44 G12 Our paper “Have Individual Stocks Become More Volatile? An Empirical Exploration...

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