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Price Momentum and Idiosyncratic Volatility

Matteo P. Arena, Marquette University
K. Stephen Haggard
Xuemin (Sterling) Yan

Suggested Citation

Matteo P. Arena, K. Stephen Haggard, and Xuemin (Sterling) Yan. "Price Momentum and Idiosyncratic Volatility" Financial Review 43 (2008): 107-116.