Is idiosyncratic volatility the new momentum?

Additional Metadata
Keywords	Idiosyncratic, Risks, Volatility, Behavioural finance, Anomalies
Thesis Advisor	Verbeek, R.W.M, Cosemans, M.M.J.E.
Persistent URL	hdl.handle.net/2105/31630
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Manta, D.I. (2015). Is idiosyncratic volatility the new momentum?. In Finance & Investments.http://hdl.handle.net/2105/31630

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