Journal of Mathematical Finance

Vol.5 No.4(2015), Paper ID 61464, 11 pages

DOI:10.4236/jmf.2015.54034

 

Stock Price Information Content, Idiosyncratic Volatility and Expected Return

 

Meimei Liang

 

School of Finance, Shanghai University of Finance and Economics, Shanghai, China

 

Copyright © 2015 Meimei Liang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Liang, M. (2015) Stock Price Information Content, Idiosyncratic Volatility and Expected Return. Journal of Mathematical Finance, 5, 401-411. doi: 10.4236/jmf.2015.54034.
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