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Idiosyncratic Volatility and Security Returns: Evidence from Germany and United Kingdom

Drew, Michael, Malin, Mirela , Naughton, Tony , & Veeraraghavan, Madhu (2006) Idiosyncratic Volatility and Security Returns: Evidence from Germany and United Kingdom. Studies in Economics and Finance, 23(2), pp. 80-93.

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ID Code: 22967
Item Type: Journal Article
Keywords: Stock Returns, Market Value, Captial Asset Pricing Model, Germany, United Kingdom
ISSN: 1086-7376
Subjects: Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Finance (150201)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Deposited On: 17 Jun 2009 23:31
Last Modified: 29 Feb 2012 23:20

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