The Common Factor in Idiosyncratic Volatility Quantitative Asset Pricing Implications / Herskovic, Bernard.

Author/creator Herskovic, Bernard
Other author Kelly, Bryan T.
Other author Lustig, Hanno.
Format Electronic
Publication Info[S.l.] : National Bureau of Economic Research,
Supplemental ContentFull text available from NBER Working Papers

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Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.