Is idiosyncratic risk conditionally priced?

Autor: Mehra, Rajnish1,2,3 (AUTHOR) mehra@econ.ucsb.edu, Wahal, Sunil1 (AUTHOR) Sunil.Wahal@asu.edu, Xie, Daruo4 (AUTHOR) daruo.xie@anu.edu.au
Zdroj: Quantitative Economics. May2021, Vol. 12 Issue 2, p625-646. 22p.
Databáze: Business Source Ultimate