Is idiosyncratic risk conditionally priced?
Year of publication: |
2021
|
---|---|
Authors: | Mehra, Rajnish ; Wahal, Sunil ; Xie, Daruo |
Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 12.2021, 2, p. 625-646
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | factor models | Idiosyncratic risk | risk premium asset pricing |
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