Does idiosyncratic return volatility capture information or noise
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DOI: 10.1504/ijtgm.2018.10017097
Abstract: This paper examines the cross-sectional association between earnings quality and firm-specific return volatility for a sample of UK firms listed in the London Stock Exchange. Identifying the determinants of idiosyncratic volatility has been a topical… read more here.
Keywords: information; return volatility; volatility; specific return ... See more keywords