@article{9a9dc5e30a00444298b3de26f41c1415,
title = "Idiosyncratic volatility, expected windfall, and the cross-section of stock returns",
keywords = "Conditional skewness, Idiosyncratic volatility, Quantile regression, Robust estimation",
author = "Chi Wan and Zhijie Xiao",
note = "Publisher Copyright: {\textcopyright} 2014 by Emerald Group Publishing Limited All rights of reproduction in any form reserved.",
year = "2014",
doi = "10.1108/S0731-905320140000033020",
language = "English",
volume = "33",
pages = "713--749",
journal = "Advances in Econometrics",
issn = "0731-9053",
publisher = "Emerald Group Publishing Ltd.",
}