Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?
Year of publication: |
2019
|
---|---|
Authors: | Maiti, Moinak |
Published in: |
Future Business Journal. - Heidelberg : Springer, ISSN 2314-7210. - Vol. 5.2019, 1, p. 1-12
|
Publisher: |
Heidelberg : Springer |
Subject: | Asset pricing | Idiosyncratic risk | Factor models | Fama-MacBeth' cross-sectional regression | Risk |
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