Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility
Stanislav Bozhkov(Brunel University of London), Monomita Nandy(Brunel University of London), Uthayasankar Sivarajah(Kingston University), Stella Despoudi(University of Western Macedonia), Habin Lee(Brunel University of London)
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