We thank Arnold Cowan, Paul Brockman, John Howe, Cyndi McDonald, Sandra Mortal, Richard Roll, Doug Witte, two anonymous referees, an anonymous Associate Editor and seminar participants at the University of Missouri – Columbia, the 2005 European meeting of the FMA, and the 2005 FMA annual meeting for valuable comments. We thank I/B/E/S for providing analyst coverage data.
Price Momentum and Idiosyncratic Volatility
Article first published online: 31 MAR 2008
©2008, The Eastern Finance Association
Volume 43, Issue 2, pages 159–190, May 2008
How to Cite
Arena, M. P., Haggard, K. S. and Yan, X. (2008), Price Momentum and Idiosyncratic Volatility. Financial Review, 43: 159–190. doi: 10.1111/j.1540-6288.2008.00190.x
- Issue published online: 31 MAR 2008
- Article first published online: 31 MAR 2008
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