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Does Idiosyncratic Volatility Proxy for a Missing Risk Factor? Evidence from Using Portfolios as Test Assets

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Identiferoai:union.ndltd.org:OhioLink/oai:etd.ohiolink.edu:miami1406819417
Date11 August 2014
CreatorsGempesaw, David Conrad
PublisherMiami University / OhioLINK
Source SetsOhiolink ETDs
LanguageEnglish
Detected LanguageEnglish
Typetext
Sourcehttp://rave.ohiolink.edu/etdc/view?acc_num=miami1406819417
Rightsunrestricted, This thesis or dissertation is protected by copyright: all rights reserved. It may not be copied or redistributed beyond the terms of applicable copyright laws.

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