Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints
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DOI: 10.1016/j.irfa.2021.101745
Abstract: Abstract This paper investigates how realized idiosyncratic return volatility changes with firm age in the Chinese stock market. By employing a sample of 26,676 firm-year observations of 2798 A-share listed Chinese firms from 2001 to… read more here.
Keywords: firm age; return volatility; volatility; idiosyncratic return ... See more keywords