articleJournal of Financial EconomicsOct 16, 2008Closed access

High idiosyncratic volatility and low returns: International and further U.S. evidence

AAAndrew AngRJRobert J. HodrickYXYuhang XingXZXiaoyan Zhang

Columbia University · Rice University · +1 more institution

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1,525
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4

Topics & keywords

Topics
Keywords
  • Volatility (finance)
  • Economics
  • Financial economics
  • Econometrics
  • Systematic risk
  • Monetary economics
UN Sustainable Development Goals
  • Partnerships for the goals
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