Do firm characteristics matter for the dynamics of idiosyncratic risk?
Year of publication: |
2013
|
---|---|
Authors: | Vozlyublennaia, Nadia |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 27.2013, p. 35-46
|
Subject: | Idiosyncratic risk | Firm characteristics | Fundamentals | Schätzung | Estimation | Risiko | Risk | Börsenkurs | Share price |
-
Pricing of idiosyncratic equity and variance risks
Gourier, Elise, (2016)
-
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M., (2016)
-
Stock market return predictability : does network topology matter?
Eng-Uthaiwat, Harnchai, (2018)
- More ...
-
DIVERSIFICATION STRATEGIES: DO LIMITED DATA CONSTRAIN INVESTORS?
Murtazashvili, Irina, (2013)
-
Investor attention, index performance, and return predictability
Vozlyublennaia, Nadia, (2014)
-
Do firm characteristics matter for the dynamics of idiosyncratic risk?
Vozlyublennaia, Nadia, (2013)
- More ...