"The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two ..."

Jie Cao, Tarun Chordia, Xintong Zhan (2021)

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DOI: 10.1287/MNSC.2020.3803

access: closed

type: Journal Article

metadata version: 2022-01-21

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Jie Cao, Tarun Chordia, Xintong Zhan:
The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days? Manag. Sci. 67(12): 7866-7887 (2021)

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