Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight

Zaremba, A.; Czapkiewicz, A.; Będowska-Sójka, B.

doi:10.1016/j.frl.2017.09.002

Journal article · 2018

Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight

Zaremba, A., Czapkiewicz, A., Będowska-Sójka, B.

Finance Research Letters, 24, 163–167

DOI: 10.1016/j.frl.2017.09.002

Full text: see the publisher version via DOI.

Cite

@article{frl2018_idiosyncratic,
  title = {Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight},
  author = {Zaremba, A. and Czapkiewicz, A. and Będowska-Sójka, B.},
  year = {2018},
  journal = {Finance Research Letters},
  note = {24, 163–167},
  doi = {10.1016/j.frl.2017.09.002}
}