Subject
Economics and Econometrics,Finance
Reference78 articles.
1. The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates;Akhtar;Appl. Econ. Lett.,2011
2. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002
3. The cross-section of volatility and expected returns;Ang;J. Financ.,2006
4. High idiosyncratic volatility and low returns: international and further U.S. evidence;Ang;J. Financ.,2009
5. Idiosyncratic volatility and the cross section of expected returns;Bali;J. Financ. Quant. Anal.,2008
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献