Does More Information in Stock Price Lead to Greater or Smaller Idiosyncratic Return Volatility

By D. Lee, Mark H. Liu. 2011

129 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/73910c4e1107aecf7b403a53637e17863ddbfdfb