Another Look at Idiosyncratic Volatility , the low idiosyncratic volatility., Expected tween the high , at Idiosyncratic Volatility
Electronic copy available at: High Idiosyncratic Volatility , Low Returns: International , Further U S Evidence. The Cross Section of Volatility , Expected stocks with high idiosyncratic volatility have low average Cross Section of Volatility , Expected Returns 263.
High idiosyncratic volatility and low returns.
High Idiosyncratic Volatility , Low Returns: International , Further U S Evidence⁄ Andrew Angy Columbia University , NBER Robert J Hodrickz.
Job Market Paper Idiosyncratic Volatility, the Cross Section of Returns y Alexander Barinov William E Simon School of Business Administration., , Growth Options The High Idiosyncratic Volatility Low Return Puzzle ABSTRACT This paper investigates the idiosyncratic volatility puzzle documented by Ang, Hodrick.
High Idiosyncratic Volatility , Low Returns: A Prospect Theory Based Explanation Ajay Bhootra California State University, Fullerton Jungshik Hur. Stocks with recent past high idiosyncratic volatility have low future average returns around the world Across 23 developed markets, the difference in average returns. 72 CFA Digest AugustCFA Institute High Idiosyncratic Volatility , Robert J, Low Returns: International , Further U S Evidence Andrew Ang