Does idiosyncratic risk matter: another look
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DOI: 10.20955/wp.2003.025
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Cited by:
- Timotheos Angelidis & Nikolaos Tessaromatis, 2007. "Does idiosyncratic risk matter? Evidence from European stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(2), pages 125-137.
- Angelidis, Timotheos & Tessaromatis, Nikolaos, 2008. "Idiosyncratic volatility and equity returns: UK evidence," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 539-556, June.
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More about this item
Keywords
Stock market; Asset pricing;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2003-10-28 (Econometric Time Series)
- NEP-FIN-2003-10-28 (Finance)
- NEP-RMG-2003-10-28 (Risk Management)
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