Why Company-Specific Risk Changes over Time
Author:
Affiliation:
1. James A. Bennett, CFA, is assistant professor of finance at the University of Southern Maine, Portland.
2. Richard W. Sias is a professor and Gary P. Brinson Chair of Investment Management at Washington State University, Pullman.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v62.n5.4285
Reference11 articles.
1. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
2. Return Dispersion and Active Management
3. Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation
4. Industry costs of equity
5. Idiosyncratic Risk Matters!
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