Idiosyncratic Volatility and Stock Returns: A Fama-French Five-Factor Model Perspective

XIONG Xiong,MENG Yongqiang, LI Ran, SHEN Dehua

Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (7) : 1595-1604.

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Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (7) : 1595-1604. DOI: 10.12341/jssms13212

Idiosyncratic Volatility and Stock Returns: A Fama-French Five-Factor Model Perspective

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(7): 1595-1604 https://doi.org/10.12341/jssms13212

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