Showing 1 - 10 of 53
Persistent link: https://www.econbiz.de/10003851896
Persistent link: https://www.econbiz.de/10003939519
Persistent link: https://www.econbiz.de/10008906638
Persistent link: https://www.econbiz.de/10003614746
Persistent link: https://www.econbiz.de/10011431032
Persistent link: https://www.econbiz.de/10011528647
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/10003840579
Persistent link: https://www.econbiz.de/10003841914
Persistent link: https://www.econbiz.de/10010217642