Idiosyncratic Volatility and Stock Returns: A Fama-French Five-Factor Model Perspective
XIONG Xiong,MENG Yongqiang, LI Ran, SHEN Dehua
Journal of System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (7) : 1595-1604.
Idiosyncratic Volatility and Stock Returns: A Fama-French Five-Factor Model Perspective
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