Is information risk priced? Evidence from abnormal idiosyncratic volatility



Yang, Yung Chiang ORCID: 0000-0002-5844-4515, Zhang, Bohui and Zhang, Chu
(2020) Is information risk priced? Evidence from abnormal idiosyncratic volatility. Journal of Financial Economics, 135 (2). 528 - 554.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 23 Sep 2020 09:21
Last Modified: 28 Apr 2021 07:11
DOI: 10.1016/j.jfineco.2019.06.013
URI: https://livrepository.liverpool.ac.uk/id/eprint/3102190