Three Essays in Stock Return Volatility

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:	Stock return volatility
Online Access:	http://hdl.handle.net/2345/bc-ir:106881

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