Incomplete information, idiosyncratic volatility and stock returns

Berrada, Tony Nicolas; Hugonnier, Julien

doi:10.2139/ssrn.1263822

Scientific article

English

Incomplete information, idiosyncratic volatility and stock returns

ContributorsBerrada, Tony Nicolas; Hugonnier, Julien

Published inSwiss Finance Institute Research Series, no. 08-23, 57

Publication date2011

Affiliation entities

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

BERRADA, Tony Nicolas, HUGONNIER, Julien. Incomplete information, idiosyncratic volatility and stock returns. In: Swiss Finance Institute Research Series, 2011, n° 08-23, p. 57. doi: 10.2139/ssrn.1263822

Article (Published version)

Identifiers

PID : unige:45676
DOI : 10.2139/ssrn.1263822

Additional URL for this publicationhttp://ssrn.com/abstract=1263822

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Incomplete information, idiosyncratic volatility and stock returns

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