Showing 1 - 10 of 1,998
Persistent link: https://www.econbiz.de/10003241787
Persistent link: https://www.econbiz.de/10003241790
Persistent link: https://www.econbiz.de/10011550169
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
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/10012265756
Persistent link: https://www.econbiz.de/10000882280
Persistent link: https://www.econbiz.de/10000888653