What drives idiosyncratic volatility over time?
Sónia Sousa and
Ana Paula Serra ()
Portuguese Economic Journal, 2008, vol. 7, issue 3, 155-181
Keywords: Idiosyncratic volatility; Firm-specific risk; Volatility components; G15 (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1007/s10258-008-0031-7 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:portec:v:7:y:2008:i:3:p:155-181
Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10258/PS2
DOI: 10.1007/s10258-008-0031-7
Access Statistics for this article
Portuguese Economic Journal is currently edited by Luís F. Costa
More articles in Portuguese Economic Journal from Springer, Instituto Superior de Economia e Gestao
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().