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Stanislav Bozhkov
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Stock Returns
Panel Data
Multiscale
Cross Section
Top Venues
Ann. Oper. Res.
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Publications
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Stanislav Bozhkov
,
Habin Lee
,
Uthayasankar Sivarajah
,
Stella Despoudi
,
Monomita Nandy
Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility.
Ann. Oper. Res.
294 (1) (2020)