Expected returns and idiosyncratic risk : industry-level evidence from Russia
Jyri Kinnunen and Minna Martikainen
| Year of publication: |
2017
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| Authors: | Kinnunen, Jyri ; Martikainen, Minna |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 10/11/12, p. 2528-2544
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| Subject: | cross-sectional returns | idiosyncratic risk | industry risk | MIDAS | Russia | Russland | Risikoprämie | Risk premium | Risiko | Risk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Volatilität | Volatility | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1210509 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011826117