Jason Phung

University of Sydney - Discipline of Finance

PhD Candidate

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

  • University of Sydney - Discipline of Finance

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Idiosyncratic Volatility, Return Reversals and Momentum: Australian Evidence

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 41 Posted: 24 Aug 2010
Andrew R. Grant and Jason Phung
University of Sydney Business School - Discipline of Finance and University of Sydney - Discipline of Finance
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Abstract:

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idiosyncratic volatility, return reversals, momentum, limits to arbitrage, Australia