Showing 1 - 10 of 28
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/10003387867
Persistent link: https://www.econbiz.de/10003517162
Persistent link: https://www.econbiz.de/10008660528
Persistent link: https://www.econbiz.de/10009241560
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/10011520321
Persistent link: https://www.econbiz.de/10001277033
Persistent link: https://www.econbiz.de/10001207480