Title:

Idiosyncratic Volatility and Product Market Competition

Authors:

José Miguel Gaspar (ESSEC)
Massimo Massa (INSEAD)

Journal:

Journal of Business

Year:

2006

Volume:

79

Pages:

3125-3152

JEL codes:

L11 - Production, Pricing, and Market Structure; Size Distribution of Firms
L13 - Oligopoly and Other Imperfect Markets
G12 - Asset Pricing; Trading volume; Bond Interest Rates