Bozhkov, Stanislav, Lee, Habin, Sivarajah, Uthayasankar, Despoudi, Stella and Nandy, Monomita (2020) Idiosyncratic risk and the cross-section of stock returns : the role of mean-reverting idiosyncratic volatility. Annals of Operations Research, 294(1-2), pp. 419-452. ISSN (print) 0254-5330
Official URL: https://doi.org/10.1007/s10479-018-2846-7
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