Is idiosyncratic volatility priced? Evidence from the Shanghai Stock Exchange

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Original language	English
Pages (from-to)	349 - 366
Number of pages	18
Journal	International Review of Financial Analysis
Volume	13
Issue number	3
Publication status	Published - 2004

Cite this

@article{4068b279c5fb4af8ac27f5c5024c2bd7,

title = "Is idiosyncratic volatility priced? Evidence from the Shanghai Stock Exchange",

author = "Drew, \{Michael E\} and Tony Naughton and Madhu Veeraraghavan",

year = "2004",

language = "English",

volume = "13",

pages = "349 -- 366",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier",

number = "3",

}