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Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle

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  • Michael T. Chng
  • Victor Fang
  • Vincent Xiang
  • Hong Feng Zhang

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  • Michael T. Chng & Victor Fang & Vincent Xiang & Hong Feng Zhang, 2017. "Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 395-425, September.
    • Handle: RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425
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    File URL: http://hdl.handle.net/10.1111/irfi.12109
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