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

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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 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	van Tol, Judith. (2016). Do market frictions explain the idiosyncratic volatility puzzle in emerging markets?. In Finance & Investments.http://hdl.handle.net/2105/35903

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