Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market
Author:
Funder
National Natural Science Foundation of China
National Major Science and Technology Projects of China
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference62 articles.
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4. High idiosyncratic volatility and low returns: International and further US evidence;Ang;J. Financ. Econ.,2009
5. Aggregate investment and investor sentiment;Arif;Rev. Financ. Stud.,2014
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