Idiosyncratic volatility, illiquidity and the expected stock returns: exploring the relationship with quantile regression

  • Published December 14, 2012
  • Author(s)
    Mu-Shun Wang
  • Article Info
    Volume 9 2012, Issue #4
  • TO CITE
  • 944 Views
  • 680 Downloads
  • References
    0
  • Tables
    0
  • Figures
    0
Download Preview
Close
Investment Management and Financial Innovations
Investment Management and Financial Innovations