Percy Poon

University of Nevada, Las Vegas - Department of Finance

4505 S. Maryland Parkway

Box 456008

Las Vegas, NV 89154-6008

United States

SCHOLARLY PAPERS

2

DOWNLOADS

238

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Alphas of Beta and Idiosyncratic Volatility

Number of pages: 46 Posted: 15 Jun 2021
University of Nevada, Las Vegas - Department of Finance, University of Iowa - Henry B. Tippie College of Business and University of Nevada, Las Vegas - Department of Finance
Downloads 238 (162,008)

Abstract:

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Beta anomaly, Idiosyncratic volatility anomaly, alpha

2.

An Analysis of the Liquidity Benefits Provided by Secondary Markets

Journal of Banking and Finance, Vol. 33, 2009
Posted: 19 Mar 2009
Tomas Mantecon and Percy Poon
University of North Texas and University of Nevada, Las Vegas - Department of Finance

Abstract:

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