Why Does Idiosyncratic Risk Increase with Market Risk?
Year of publication: |
2017
|
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Authors: | Bartram, Söhnke M. ; Brown, Gregory ; Stulz, René M. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | uncertainty | idiosyncratic risk | market risk | growth options | liquidity | limits to arbitrage |
Series: | CESifo Working Paper ; 6560 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 893661651 [GVK] hdl:10419/167546 [Handle] RePec:ces:ceswps:_6560 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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