Article

Title:
What drives idiosyncratic volatility over time?
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
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