Department of Economics and Business Economics

Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors

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

  • Nektarios Aslanidis, Universitat Rovira i Virgili, CREIP, Spain
  • Charlotte Christiansen
  • Neophytos Lambertides, Cyprus University of Technology, Cyprus
  • Christos S. Savva, Cyprus University of Technology, Cyprus
Original languageEnglish
JournalReview of Quantitative Finance and Accounting
Volume52
Issue2
Pages (from-to)381-401
ISSN0924-865X
DOIs
Publication statusPublished - 2019

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