Does idiosyncratic volatility matter? New Zealand evidence

Michael E Drew, Alastair Marsden, Madhu Veeraraghavan

    Research output: Contribution to journalArticleResearchpeer-review

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)289 - 308
    Number of pages20
    JournalReview of Pacific Basin Financial Markets and Policies
    Volume10
    Issue number3
    Publication statusPublished - 2007

    Cite this

    Drew, M. E., Marsden, A., & Veeraraghavan, M. (2007). Does idiosyncratic volatility matter? New Zealand evidence. Review of Pacific Basin Financial Markets and Policies, 10(3), 289 - 308.