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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|Item Type:||Journal Article|
|Keywords:||Stock Returns, Market Value, Captial Asset Pricing Model, Germany, United Kingdom|
|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 13:31|
|Last Modified:||29 Feb 2012 13:20|
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