Leasing and the Idiosyncratic Volatility Puzzle
The study explores the negative correlation between past volatility and stock returns, finding that firms with higher volatility tend to lease more capital.
Featured in No. 14 on 30 Aug 2023 · 1 day after release · 2 citations today
- Released
- 29 Aug 2023
- First featured
- No. 14 · 30 Aug 2023
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4554812
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).