Do market frictions explain the idiosyncratic volatility puzzle in emerging markets?

Additional Metadata
Keywords	Idiosyncratic volatility, emerging markets, EGARCH, market frictions, liquidity, one-month reversal effect
Thesis Advisor	Verbeek, R.W.M., Cosemans, Mathijs
Persistent URL	hdl.handle.net/2105/35903
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	van Tol, Judith. (2016, July 26). Do market frictions explain the idiosyncratic volatility puzzle in emerging markets?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/35903

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