Anti-Herding by Hedge Funds, Idiosyncratic Volatility and Expected Returns

Ali S, Badshah I, Demirer R.

DOI: 10.2139/ssrn.4010287
Published: 2022-03-04
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Cite this work

BibTeX

@article{allodium:10.2139/ssrn.4010287,
  title = {Anti-Herding by Hedge Funds, Idiosyncratic Volatility and Expected Returns},
  author = {Ali S and  Badshah I and  Demirer R.},
  year = {2022},
  doi = {10.2139/ssrn.4010287},
  url = {https://doi.org/10.2139/ssrn.4010287}
}

RIS

TY  - JOUR
TI  - Anti-Herding by Hedge Funds, Idiosyncratic Volatility and Expected Returns
AU  - Ali S
AU  -  Badshah I
AU  -  Demirer R.
PY  - 2022
DO  - 10.2139/ssrn.4010287
UR  - https://doi.org/10.2139/ssrn.4010287
ER  -

APA

S, A., I, B., & R., D. (2022). Anti-Herding by Hedge Funds, Idiosyncratic Volatility and Expected Returns. https://doi.org/10.2139/ssrn.4010287

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europe-pmc · retrieved 2026-11-10T10:17:07.384Z