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

  • Publisher : Korea Insurance Research Institute
  • Research Area : Business Management
  • Received : November 17, 2017
  • Accepted : February 8, 2018
  • Published : February 28, 2018

Youngkyung Ok 1 Jungmu Kim 1

1영남대학교

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타입을 선택하세요 :
@article{ART002323126},
author={Youngkyung Ok and Jungmu Kim},
title={Idiosyncratic Volatility and Cross-Section of Expected Returns: Using the Carhart(1997) four-factor model},
journal={Journal of Insurance and Finance},
issn={2384-3209},
year={2018},
volume={29},
number={1},
pages={63-92},
doi={10.23842/jif.2018.29.1.003}