Idiosyncratic volatility in Chinese market: the time-series behaviour of IVOL and its relationship with expected returns

Additional Metadata
Keywords	Idiosyncratic volatility, China, Stock market, Time series
Thesis Advisor	Dzhelepska, M.B., Cosemans, M.M.J.E.
Persistent URL	hdl.handle.net/2105/31782
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA 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	Si, Y. (2015, August 31). Idiosyncratic volatility in Chinese market: the time-series behaviour of IVOL and its relationship with expected returns. Finance & Investments. Retrieved from http://hdl.handle.net/2105/31782

Idiosyncratic volatility in Chinese market