Tony Berrada

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Related publications (1)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Related publications (1)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Incomplete information, idiosyncratic volatility and stock returns

Julien Hugonnier, Tony Berrada

When investors have incomplete information, expected returns, as measured by an econometrician, deviate from those predicted by standard asset pricing models by including a term that is the product of the stock's idiosyncratic volatility and the investors' ...

2012

Incomplete information, idiosyncratic volatility and stock returns

Julien Hugonnier, Tony Berrada

2012