Three Essays On Stock Returns And Idiosyncratic Risk
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Three Essays on Stock Returns and Idiosyncratic Risk
| Author | : Yingtong Dai |
| Publisher | : |
| Total Pages | : |
| Release | : 2022 |
| Genre | : |
| ISBN | : |
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In this thesis, I study three aspects of idiosyncratic volatility. First, I examine the relation between idiosyncratic volatility and future stock returns. Next
