Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (Q827252)
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scientific article; zbMATH DE number 7290932
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| English | Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility |
scientific article; zbMATH DE number 7290932 |
Statements
Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (English)
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7 January 2021
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idiosyncratic risk
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mean-reverting volatility
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cross-section stock returns
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Mincer-Zarnowitz regressions
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0.7800081372261047
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0.767500638961792
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0.759485125541687
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0.7478410601615906
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