Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors

✍ Scribed by Fousseni Chabi-Yo

• Book ID: 116615807
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 344 KB
• Volume: 35
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2011.01.002