The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Year of publication: |
2015
|
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Authors: | Cotter, John ; O'Sullivan, Niall ; Rossia, Francesco |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 37.2015, p. 184-193
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Subject: | Asset pricing | Idiosyncratic risk | Turnover | Conditional beta | CAPM | Risikoprämie | Risk premium | Risiko | Risk | Aktienmarkt | Stock market | Börsenkurs | Share price | Betafaktor | Beta risk |
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