The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?

Journal article

Michael W Brandt, Alon P Brav, John R Graham and Alok Kumar

SSRN Electronic Journal

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Title: The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
Creators: Michael W Brandt
Alon P Brav
John R Graham
Alok Kumar
Publication Details: SSRN Electronic Journal
Academic Unit: Miami Herbert Business School; A&S - Finance; MHBS - Finance
Language: English
Resource Type: Journal article
Record Identifier: 991031597963802976