Alexander Barinov, Georgy Chabakauri (2023). Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns. The Review of Asset Pricing Studies, 13(4), 653–690.
doi: 10.1093/rapstu/raad006
Alexander Barinov, Georgy Chabakauri (2023). Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns. The Review of Asset Pricing Studies, 13(4), 653–690.
doi: 10.1093/rapstu/raad006