We thank two anonymous referees and the editor (Professor Robert Faff) for their most valuable comments and suggestions. The financial support provided by the Lincoln University Research Fund (LURF) is gratefully acknowledged. We also acknowledge the excellent research assistance of Ji (George) Wu.
Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets
Article first published online: 11 NOV 2010
© 2010 The Authors. Accounting and Finance © 2010 AFAANZ
Accounting & Finance
Volume 51, Issue 4, pages 1031–1054, December 2011
How to Cite
Nartea, G. V., Ward, B. D. and Yao, L. J. (2011), Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets. Accounting & Finance, 51: 1031–1054. doi: 10.1111/j.1467-629X.2010.00384.x
- Issue published online: 1 NOV 2011
- Article first published online: 11 NOV 2010
- Received 28 February 2010; accepted 26 September 2010 by Robert Faff (Editor).
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