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The role of investor attention in idiosyncratic volatility puzzle and new results

  • Louisiana Tech University
  • University of Michigan-Dearborn

Research output: Contribution to journal › Article › peer-review

Original languageEnglish
Pages (from-to)409-434
Number of pages26
JournalReview of Quantitative Finance and Accounting
Volume58
Issue number1
DOIs
StatePublished - Jan 2022
Externally publishedYes

ASJC Scopus Subject Areas

  • Accounting
  • General Business,Management and Accounting
  • Finance

Keywords

  • Expected returns
  • Idiosyncratic volatility
  • Investor attention

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