What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range
Download full text from publisher
References listed on IDEAS
- Paul L. Joskow, 2006.
"Markets for Power in the United States: An Interim Assessment,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Number 1), pages 1-36.
- Paul L. Joskow, 2005. "Markets For Power In The United States - An Interim Assessment," Working Papers 0512, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- Tesfatsion, Leigh, 2006.
"Agent-Based Computational Economics: A Constructive Approach to Economic Theory,"
Handbook of Computational Economics,in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 16, pages 831-880
- Leigh Tesfatsion, 2006. "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," Computing in Economics and Finance 2006 527, Society for Computational Economics.
- Tesfatsion, Leigh, 2006. "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," Staff General Research Papers Archive 12514, Iowa State University, Department of Economics.
More about this item
KeywordsCommon shock; Systematic risk; Cross-sectional returns; Idiosyncratic volatility; Generalized method of moments;
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:isu:genres:32769. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Curtis Balmer). General contact details of provider: http://edirc.repec.org/data/deiasus.html .
We have no references for this item. You can help adding them by using this form .