Price Momentum and Idiosyncratic Volatility

By Matteo P. Arena, S. Haggard. 2008

131 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/e8fb75d392353c2475fc57d28397c7ac85bf3602

Citations in the corpus

• Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective (2009, unknown): “For example, Arena, Haggard, and Yan (2008) investigate the association between idiosyncratic volatility and price momentum.”