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Keywords: Average idiosyncratic volatility
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Journal Articles
Expected cross-sectional stock return idiosyncratic volatility and stock delistings
Available to Purchase
Journal:
Journal of Economic Studies
Journal of Economic Studies (2025) 52 (7): 1321–1337.
Published: 13 December 2024
... associated with mergers and stock drops, which effect on expected IVOL (across the firms’ surviving rivals) and is explained in the context of Bayesian Cournot-Nash equilibrium. Average idiosyncratic volatility Stock delistings Generalized method of moments with a common shock G12 C58 C22...
Includes: Supplementary data
