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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Format: | Others |
Language: | English |
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Boston College
2016
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Online Access: | http://hdl.handle.net/2345/bc-ir:106881 |