Keywords: Heterogeneous beliefs
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Journal Articles
Journal Articles
China Finance Review International (2021) 11 (1): 124–141.
Published: 06 August 2020
...Mao He; Juncheng Huang; Hongquan Zhu Purpose The purpose of our study is to explore the “idiosyncratic volatility puzzle” in Chinese stock market from the perspective of investors' heterogeneous beliefs. To delve into the relationship between idiosyncratic volatility and investors' heterogeneous...

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