Three Essays in Stock Return Volatility

Thesis advisor: Pierluigi Balduzzi === Essay one of this dissertation investigates the relation between fundamental idiosyncratic volatility and stock returns idiosyncratic volatility using data from 56 countries over 1980-2014. I find a strong positive relation between fundamental idiosyncratic vol...

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Bibliographic Details
Main Author: Ebrahim Nejad, Ali
Format: Others
Language:English
Published: Boston College 2016
Subjects:
Online Access:http://hdl.handle.net/2345/bc-ir:106881