Categories
- Data (8)
- Learning Resources (8)
- Python (7)
- SAS (11)
- Stata (18)
- Uncategorized (1)
-
Recent Posts
Recent Comments
- Kai Chen on Use Python to calculate the tone of financial articles
- Kai Chen on About Me
- Kai Chen on How to remove duplicate GVKEY-DATADATE when using Compustat Annual (FUNDA) and Quarterly (FUNDQ)?
- Kai Chen on How to remove duplicate GVKEY-DATADATE when using Compustat Annual (FUNDA) and Quarterly (FUNDQ)?
- Kai Chen on How to remove duplicate GVKEY-DATADATE when using Compustat Annual (FUNDA) and Quarterly (FUNDQ)?
Archives
Meta
Monthly Archives: December 2017
Calculate idiosyncratic stock return volatility
I have noted two slightly different definitions of idiosyncratic stock return volatility in: Campbell, J. Y. and Taksler, G. B. (2003), Equity Volatility and Corporate Bond Yields. The Journal of Finance, 58: 2321–2350. doi:10.1046/j.1540-6261.2003.00607.x Rajgopal, S. and Venkatachalam, M. (2011), … Continue reading
Posted in SAS
4 Comments
