Is idiosyncratic volatility priced? Evidence from the Shanghai Stock Exchange

Michael E Drew, Tony Naughton, Madhu Veeraraghavan

    Research output: Contribution to journalArticleResearchpeer-review

    22 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)349 - 366
    Number of pages18
    JournalInternational Review of Financial Analysis
    Volume13
    Issue number3
    Publication statusPublished - 2004

    Cite this