Cite
HARVARD Citation
Kim, J. et al. (2017). Aggregate idiosyncratic volatility and stock return predictability: Evidence from the Korean stock market. Investment analysts journal. 46 (4), pp. 294-310. [Online].
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Kim, J. et al. (2017). Aggregate idiosyncratic volatility and stock return predictability: Evidence from the Korean stock market. Investment analysts journal. 46 (4), pp. 294-310. [Online].