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~person:"O'Sullivan, Niall"
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The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market
Cotter, John
;
O'Sullivan, Niall
;
Rossi, Francesco
-
Geary Institute, University College Dublin
-
2014
conditional
beta
/return relationship which in turn reveals conditionality in the pricing of idiosyncratic risk. We find that …
Persistent link: https://www.econbiz.de/10010748283
Saved in:
2
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John
;
O'Sullivan, Niall
;
Rossi, Francesco
-
2014
Persistent link: https://www.econbiz.de/10010343568
Saved in:
3
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John
;
O'Sullivan, Niall
;
Rossia, Francesco
- In:
International review of financial analysis
37
(
2015
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011317221
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