Título:

What drives idiosyncratic volatility over time?

Autores:

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

Revista:

Portuguese Economic Journal

Ano:

2008

Volume:

7

Páginas:

155-181

Códigos JEL:

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