Have individual stocks become more volatilen an empirical exploration of idiosyncratic risk

Bibliografiske detaljer
Andre forfattere:	Campbell, John Y.
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 2000.
Serier:	NBER working paper series no. 7590
Fag:	Stocks > Prices > Econometric models. > United States. Rate of return > Econometric models. > United States. Risk management > Econometric models. > United States. Portfolio management > Econometric models. > United States. Stock exchanges > Econometric models. > United States.