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Determinants of cross-sectional stock return variations in emerging markets

โœ Scribed by Ye Bai; Christopher J. Green


Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
253 KB
Volume
41
Category
Article
ISSN
0377-7332

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โœ Dean Diavatopoulos; James S. Doran; David R. Peterson ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 266 KB ๐Ÿ‘ 2 views

## Abstract Current literature is inconclusive as to whether idiosyncratic risk influences future stock returns and the direction of the impact. Earlier studies are based on historical realized volatility. Implied volatilities from option prices represent the market's assessment of future risk and