Title:

What drives idiosyncratic volatility over time?

Authors:

Sónia R. Sousa (U Porto)
Ana Paula Serra (U Porto)

Journal:

Portuguese Economic Journal

Year:

2008

Volume:

7

Pages:

155-181

JEL codes:

G14 - Information and Market Efficiency; Event Studies
G31 - Capital Budgeting; Fixed Investment and Inventory Studies
L25 - Firm Performance: Size, Diversification and Scope, Age, Profit, and Sales
L33 - Comparison of Public and Private Enterprises; Privatization; Contracting Out