The common factor in idiosyncratic volatility: Quantitative asset pricing implications-Reference-Cited by-同舟云学术

The common factor in idiosyncratic volatility: Quantitative asset pricing implications

Published:2016-02 Issue:2 Volume:119 Page:249-283
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Herskovic Bernard,Kelly Bryan,Lustig Hanno,Van Nieuwerburgh Stijn

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference75 articles.

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5. Volatility, the macroeconomy, and asset prices;Bansal;Journal of Finance,2014

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