Realized idiosyncratic volatility and retail investors
Julia Henker, Bond UniversityFollow
Thomas Henker, Bond UniversityFollow
Deborah Tan, University of New South Wales
Henker, J., Henker, T., Tan, D. (2012 September) Realized idiosyncratic volatility and retail investors. Paper presented at The 2012 Annual Meeting of the Academy of Behavioural Finance & Economics, New York, New York.
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This document has been peer reviewed.