Idiosyncratic volatility puzzle: The role of assets' interconnections
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DOI: 10.2139/ssrn.3240484
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More about this item
Keywords
Idiosyncratic volatility puzzle; Networks; Expected Returns; Granger Causality;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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