Examining the Relationship Between Idiosyncratic Risk and Stock Returns: Insights from the Moroccan Stock Market
Author:
Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-68660-3_21
Reference20 articles.
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3. Fama, E.F., French, K.R.: Common risk factors in the returns on stocks and bonds. J. Financ. Econ. 33(1), 3–56 (1993)
4. Merton, R.C.: On estimating the expected return on the market: an exploratory investigation. J. Financ. Econ. 8(4), 323–361 (1980)
5. French, K.R., Schwert, G.W., Stambaugh, R.F.: Expected stock returns and volatility. J. Financ. Econ. 19(1), 3–29 (1987)
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