Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Year of publication: |
2024
|
---|---|
Authors: | Yao, Shouyu ; Liu, Zezhong ; Wang, Chunfeng ; Palma, Alessia ; Goodell, John W. |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 63.2024, Art.-No. 105229, p. 1-5
|
Subject: | Divergence of opinion | Idiosyncratic risk | Investor behavior | Macroeconomic tail risk | Risiko | Risk | Volatilität | Volatility | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Kapitalmarktrendite | Capital market returns | Risikomanagement | Risk management | Schock | Shock |
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