doi.org/10.1016/j.frl.2017.07.009

Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets

Huaigang Long
13
,
Yuexiang Jiang
12
,
Yanjian Zhu
10
Finance research letters
Volume: 24, Pages: 129 - 136
Published: Aug 2, 2017
Paper Fields
Paper Details
Title
Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets
DOI
doi.org/10.1016/j.frl.2017.07.009
Published Date
Aug 2, 2017
Journal
Finance research letters
Volume
24
Pages
129 - 136
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