ML-QuantSubscribe

RePEcTrading, Microstructure & Execution

Trading Solutions

The research confirms Campbell et al.'s findings on overall idiosyncratic volatility, suggesting their results are specific to their sample and further exploring volatility trends and their connection to company traits.

Featured in No. 15 on 14 Sep 2023 · on release day

Released
14 Sep 2023
First featured
No. 15 · 14 Sep 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
16
Identifier
RePEc:wsi:wschap:9789811273827_0004

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page