Showing 1 - 10 of 177
This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...
Persistent link: https://www.econbiz.de/10013191011
Persistent link: https://www.econbiz.de/10001846980
Persistent link: https://www.econbiz.de/10001390215
Persistent link: https://www.econbiz.de/10013422598
Persistent link: https://www.econbiz.de/10001640881
Persistent link: https://www.econbiz.de/10001981333
Persistent link: https://www.econbiz.de/10010405110
Persistent link: https://www.econbiz.de/10001114933
Persistent link: https://www.econbiz.de/10001117034
Persistent link: https://www.econbiz.de/10001184820