Linti Zhang

Hong Kong Polytechnic University, School of Accounting and Finance

PhD Student

Hung Hom

Kowloon

Hong Kong

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Scholarly Papers (1)

1.

The Fu (2009) Positive Relation between Idiosyncratic Volatility and Expected Returns Is Due to Look-Ahead Bias

Critical Finance Review, forthcoming
Number of pages: 60 Posted: 18 Nov 2019 Last Revised: 22 Jul 2020
Hong Kong Polytechnic University, Hong Kong Polytechnic University and Hong Kong Polytechnic University, School of Accounting and Finance
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Abstract:

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Idiosyncratic Volatility, look-ahed bias