NDLI: The Dynamic Relation Between Returns and Idiosyncratic Volatility

Content Provider	Scilit
Author	Jiang, Xiaoquan Lee, Bong-Soo
Copyright Year	2006
Description	Journal: Financial Management
Related Links	http://onlinelibrary.wiley.com/doi/10.1111/j.1755-053X.2006.tb00141.x/pdf
Ending Page	65
Page Count	23
Starting Page	43
ISSN	00463892
DOI	10.1111/j.1755-053x.2006.tb00141.x
Journal	Financial Management
Issue Number	2
Volume Number	35
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2006-06-01
Access Restriction	Open
Subject Keyword	Journal: Financial Management Business and Management Idiosyncratic Volatility Stock Markets Idiosyncratic Risk Problems with Idiosyncratic Excess Returns Regressing Excess Measurement Problems
Content Type	Text
Resource Type	Article
Subject	Finance Accounting Economics and Econometrics

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The Dynamic Relation Between Returns and Idiosyncratic Volatility