Stanislav Bozhkov, Habin Lee, Uthayasankar Sivarajah, Stella Despoudi, Monomita Nandy. Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility. Annals OR, 294(1):419-452, 2020. [doi]
@article{BozhkovLSDN20,
title = {Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility},
author = {Stanislav Bozhkov and Habin Lee and Uthayasankar Sivarajah and Stella Despoudi and Monomita Nandy},
year = {2020},
doi = {10.1007/s10479-018-2846-7},
url = {https://doi.org/10.1007/s10479-018-2846-7},
researchr = {https://researchr.org/publication/BozhkovLSDN20},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {294},
number = {1},
pages = {419-452},
}