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Idiosyncratic Volatility and Cross-Section of Expected Returns: Using the Carhart(1997) four-factor model

Journal of Insurance and Finance
2018, 29(1), pp.63-92
DOI :10.23842/jif.2018.29.1.003
Publisher : Korea Insurance Research Institute
Research Area : Business Management

Youngkyung Ok 1 Jungmu Kim 2

1 영남대학교
2 영남대학교

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