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

Standard

Idiosyncratic Volatility: An Indicator of Noise Trading? / Aabo, Tom; Pantzalis, Christos; Park, Jung Chul.

In: Journal of Banking & Finance, Vol. 75, No. February, 2017, p. 136–151.

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

Harvard

Aabo, T, Pantzalis, C & Park, JC 2017, 'Idiosyncratic Volatility: An Indicator of Noise Trading?', Journal of Banking & Finance, vol. 75, no. February, pp. 136–151. https://doi.org/10.1016/j.jbankfin.2016.11.003

APA

Aabo, T., Pantzalis, C., & Park, J. C. (2017). Idiosyncratic Volatility: An Indicator of Noise Trading? Journal of Banking & Finance, 75(February), 136–151. https://doi.org/10.1016/j.jbankfin.2016.11.003

CBE

Aabo T, Pantzalis C, Park JC. 2017. Idiosyncratic Volatility: An Indicator of Noise Trading?. Journal of Banking & Finance. 75(February):136–151. https://doi.org/10.1016/j.jbankfin.2016.11.003

MLA

Aabo, Tom, Christos Pantzalis and Jung Chul Park. "Idiosyncratic Volatility: An Indicator of Noise Trading?". Journal of Banking & Finance. 2017, 75(February). 136–151. https://doi.org/10.1016/j.jbankfin.2016.11.003

Vancouver

Aabo T, Pantzalis C, Park JC. Idiosyncratic Volatility: An Indicator of Noise Trading? Journal of Banking & Finance. 2017;75(February):136–151. https://doi.org/10.1016/j.jbankfin.2016.11.003

Author

Aabo, Tom ; Pantzalis, Christos ; Park, Jung Chul. / Idiosyncratic Volatility: An Indicator of Noise Trading?. In: Journal of Banking & Finance. 2017 ; Vol. 75, No. February. pp. 136–151.

Bibtex

@article{1192b5d0e3884860812c9474b20a556f,
title = "Idiosyncratic Volatility: An Indicator of Noise Trading?",
author = "Tom Aabo and Christos Pantzalis and Park, {Jung Chul}",
year = "2017",
doi = "10.1016/j.jbankfin.2016.11.003",
language = "English",
volume = "75",
pages = "136–151",
journal = "Journal of Banking & Finance",
issn = "0378-4266",
publisher = "Elsevier BV",
number = "February",

}

RIS

TY - JOUR

T1 - Idiosyncratic Volatility: An Indicator of Noise Trading?

AU - Aabo, Tom

AU - Pantzalis, Christos

AU - Park, Jung Chul

PY - 2017

Y1 - 2017

U2 - 10.1016/j.jbankfin.2016.11.003

DO - 10.1016/j.jbankfin.2016.11.003

M3 - Journal article

VL - 75

SP - 136

EP - 151

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

SN - 0378-4266

IS - February

ER -