Are company size and stock beta, liquidity and idiosyncratic volatility related to stock returns? Australian evidence

Bernard Eugene Bollen, Louise Clayton, Michael Joseph Dempsey, Madhu Veeraraghavan

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

Original language	English
Pages (from-to)	145 - 158
Number of pages	14
Journal	Investment Management and Financial Innovations
Volume	5
Issue number	4(continued)
Publication status	Published - 2008

Cite this

@article{cc27e1cdb4de418597bfc2717128b6ac,

title = "Are company size and stock beta, liquidity and idiosyncratic volatility related to stock returns? Australian evidence",

author = "Bollen, {Bernard Eugene} and Louise Clayton and Dempsey, {Michael Joseph} and Madhu Veeraraghavan",

year = "2008",

language = "English",

volume = "5",

pages = "145 -- 158",

journal = "Investment Management and Financial Innovations",

issn = "1810-4967",

number = "4(continued)",

}

In: Investment Management and Financial Innovations, Vol. 5, No. 4(continued), 2008, p. 145 - 158.

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

TY - JOUR

T1 - Are company size and stock beta, liquidity and idiosyncratic volatility related to stock returns? Australian evidence

AU - Bollen, Bernard Eugene

AU - Clayton, Louise

AU - Dempsey, Michael Joseph

AU - Veeraraghavan, Madhu

PY - 2008

Y1 - 2008

M3 - Article

VL - 5

SP - 145

EP - 158

JO - Investment Management and Financial Innovations

JF - Investment Management and Financial Innovations

SN - 1810-4967

IS - 4(continued)

ER -