Liang Zhang

affiliation not provided to SSRN

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Scholarly Papers (1)

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Another Look at Idiosyncratic Volatility and Expected Returns

Journal Of Investment Management (JOIM), Fourth Quarter 2011
Posted: 25 May 2012
affiliation not provided to SSRN, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business and affiliation not provided to SSRN

Abstract:

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Idiosyncratic volatility, January effect, return reversals