文章名:Return Reversals, Idiosyncratic Risk, and Expected Returns
作者:Wei Huang, Qianqiu Liu, S. Ghon Rhee, and Liang Zhang
刊物:Rev. Financ. Stud., Advance Access published on March 25, 2009; doi: doi:10.1093/rfs/hhp015
文章名:The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes
作者:MW Brandt, A Brav, JR Graham, A Kumar
刊物:Review of Financial Studies