Explorations Into Idiosyncratic Risk

Explorations Into Idiosyncratic Risk
Author: Nadejda Vozlioublennaia
Publisher:
Total Pages: 228
Release: 2007
Genre: Institutional investors
ISBN:

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Explorations Into Idiosyncratic Risk
Language: en
Pages: 228
Authors: Nadejda Vozlioublennaia
Categories: Institutional investors
Type: BOOK - Published: 2007 - Publisher:

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Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Language: en
Pages: 59
Authors: John Y. Campbell
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This paper uses a disaggregated approach to study the volatility of common stocks at the market, industry, and firm levels. Over the period 1962-97 there has be
Idiosyncratic Equity Risk Two Decades Later
Language: en
Pages:
Authors: John Y. Campbell
Categories: COVID-19 Pandemic, 2020-
Type: BOOK - Published: 2022 - Publisher:

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This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Explora
Idiosyncratic Risk and Expected Returns
Language: en
Pages:
Authors: Wei Liu
Categories:
Type: BOOK - Published: 2017-01-26 - Publisher:

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This dissertation, "Idiosyncratic Risk and Expected Returns: an Investigation in the Context of Real Estate Investment in China" by Wei, Liu, 刘巍, was obtain
Idiosyncratic Equity Risk Two Decades Later
Language: en
Pages: 0
Authors: John Y. Campbell
Categories:
Type: BOOK - Published: 2022 - Publisher:

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This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Explora