Narrow search
Showing 1 - 10 of 16
Cover Image
Why are US stocks more volatile?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2011
Persistent link: https://www.econbiz.de/10008906638
Cover Image
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
Persistent link: https://www.econbiz.de/10011528647
Cover Image
Do private equity funds manipulate reported returns?
Brown, Gregory W.; Gredil, Oleg R.; Kaplan, Steven N. - 2016
Persistent link: https://www.econbiz.de/10011528686
Cover Image
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
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
Cover Image
Why do foreign firms have less idiosyncratic risk than US firms?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2009
Persistent link: https://www.econbiz.de/10003840579
Cover Image
Why do foreign firms have less idiosyncratic risk than US firms?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2009
Persistent link: https://www.econbiz.de/10003841914
Cover Image
Legal effectiveness and external capital : the role of foreign debt
Allayannis, George; Brown, Gregory W.; Klapper, Leora - 2005
Persistent link: https://www.econbiz.de/10002698719
Cover Image
Exchange rate risk management : evidence from East Asia
Allayannis, George; Brown, Gregory W.; Klapper, Leora - 2001
Persistent link: https://www.econbiz.de/10001591922
Cover Image
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2017
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
Cover Image
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
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/10011962224