Concepedia

Do firm characteristics matter for the dynamics of idiosyncratic risk?

Nadia Vozlyublennaia

Journal of International Financial Markets Institutions and Money · 2013 · 32 citations · 25 references

DOI

Concepts

References

25

A Simple Model of Capital Market Equilibrium with Incomplete Information

Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text

, , +8

The Cross‐Section of Volatility and Expected Returns

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations

, , +17

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

John Y. Campbell, Martin Lettau, Burton G. Malkiel et al. · The Journal of Finance · 2001 · 2.5K citations

, , +17

High idiosyncratic volatility and low returns: International and further U.S. evidence

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · Journal of Financial Economics · 2008 · 1.5K citations

, , +16

Equity Portfolio Diversification

William N. Goetzmann, Alok Kumar · European Finance Review · 2008 · 1.2K citations · Full text

, , +17