Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility
- Submitting institution
-
Brunel University London
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 091-186212-21326
- Type
- D - Journal article
- DOI
-
10.1007/s10479-018-2846-7
- Title of journal
- Annals Of Operations Research
- Article number
- -
- First page
- 419
- Volume
- 294
- Issue
- -
- ISSN
- 1572-9338
- Open access status
- Compliant
- Month of publication
- April
- Year of publication
- 2018
- URL
-
https://link.springer.com/content/pdf/10.1007/s10479-018-2846-7.pdf
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
4
- Research group(s)
-
1 - Accounting & Auditing Research Group (AARG)
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -