Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10001192324
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10011674278
Persistent link: https://www.econbiz.de/10003777816
Persistent link: https://www.econbiz.de/10003353926
Persistent link: https://www.econbiz.de/10003860013
Persistent link: https://www.econbiz.de/10003517162
Persistent link: https://www.econbiz.de/10009241560
Persistent link: https://www.econbiz.de/10002428242
Persistent link: https://www.econbiz.de/10001207480
Persistent link: https://www.econbiz.de/10001898225