All Stories

  1. Does return dispersion explain the accrual and investment anomalies?
  2. Idiosyncratic Risk, Investor Base, and Returns
  3. On the DuPont analysis in the health care industry
  4. Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon
  5. IDIOSYNCRATIC RISK PREMIA AND MOMENTUM
  6. Connecting the dots: the accruals quality premium vs the value premium