Idiosyncratic Volatility Trends
The study confirms Campbell et al.'s (2001) findings on aggregate idiosyncratic volatility, suggesting these results are sample-specific and offering more understanding of idiosyncratic volatility trends.
Featured in No. 12 on 17 Aug 2023 · on release day
- Released
- 17 Aug 2023
- First featured
- No. 12 · 17 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:now:jnlcfr:104.00000127
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