[Other] The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?

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journalㄩManagement Science

AuthorsㄩJie Cao; Tarun Chordia; Xintong Zhan

Published dateㄩ2021-12-

DOIㄩ10.1287/mnsc.2020.3803

PDF linkㄩhttps://pubsonline.informs.org/doi/pdf/10.1287/mnsc.2020.3803

Article linkㄩhttps://doi.org/10.1287/mnsc.2020.3803

Article SourceㄩInstitute for Operations Research and the Management Sciences (INFORMS)﹝


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