Listar Departament: Economia por fuente "Economic Modelling 55 (2016) 298–304"
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R2 and idiosyncratic volatility: Which captures the firm-specific return variation?
Elsevier (2016)A growing literature regards R2 and idiosyncratic volatility as interchangeable proxies for firm-specific return variation and examines its relations to information efficiency. However, the question on choosing the ...