Department of Economics and Business Economics

Idiosyncratic Volatility: An Indicator of Noise Trading?

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Tom Aabo
  • Christos Pantzalis, University of South Florida, United StatesJung Chul Park, University of South Florida, United States
Original languageEnglish
JournalJournal of Banking & Finance
Volume75
Issue numberFebruary
Pages (from-to)136–151
Number of pages16
ISSN0378-4266
DOIs
StatePublished - 2017

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