The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets
Article first published online: 9 SEP 2008
© 2008 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 28, Issue 11, pages 1013–1039, November 2008
How to Cite
Diavatopoulos, D., Doran, J. S. and Peterson, D. R. (2008), The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets. J. Fut. Mark., 28: 1013–1039. doi: 10.1002/fut.20327
- Issue published online: 9 SEP 2008
- Article first published online: 9 SEP 2008
- Manuscript Accepted: DEC 2007
- Manuscript Received: JUN 2007
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