Fu(2009)特质波动率与预期收益的正相关关系是由于前瞻性偏见

IF 1.6 Q3 BUSINESS, FINANCE Critical Finance Review Pub Date : 2023-01-01 DOI:10.1561/104.00000126
Seongkyu Gilbert Park, K. C. John Wei, Linti Zhang
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The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias
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来源期刊
Critical Finance Review
Critical Finance Review BUSINESS, FINANCE-
CiteScore
2.40
自引率
0.00%
发文量
22
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