Idiosyncratic Volatility and Stock Returns in Industries
A higher level of idiosyncratic volatility predicts lower stock returns, especially in central industries more exposed to such shocks.
Featured in No. 17 on 28 Sep 2023 · 27 days after release
- Released
- 1 Sep 2023
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- No. 17 · 28 Sep 2023
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- SSRN 4580395
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