Does idiosyncratic volatility matter? New Zealand evidence

Michael E Drew, Alastair Marsden, Madhu Veeraraghavan

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

Original language	English
Pages (from-to)	289 - 308
Number of pages	20
Journal	Review of Pacific Basin Financial Markets and Policies
Volume	10
Issue number	3
Publication status	Published - 2007

Cite this

@article{8b36e59a01184e22a0f0bd6e5a80f25c,

title = "Does idiosyncratic volatility matter? New Zealand evidence",

author = "Drew, {Michael E} and Alastair Marsden and Madhu Veeraraghavan",

year = "2007",

language = "English",

volume = "10",

pages = "289 -- 308",

journal = "Review of Pacific Basin Financial Markets and Policies",

issn = "0219-0915",

publisher = "World Scientific Publishing",

number = "3",

}