Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Year of publication: |
2000-03
|
---|---|
Authors: | Campbell, John Y. ; Lettau, Martin ; Malkiel, Burton G. ; Xu, Yexiao |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP EFG published as Campbell, John Y., Martin Lettau, Burton G. Malkiel and Yexiao Xu. "Have Individual Stocks Become More Volatile? An Empirical Exploration Of Idiosyncratic Risk," Journal of Finance, 2001, v56(1,Feb), 1-43. Number 7590 |
Classification: | E32 - Business Fluctuations; Cycles ; G10 - General Financial Markets. General |
Source: |
-
Recent developments in quantitative models of sovereign default
Stähler, Nikolai, (2011)
-
Optimal Monetary Policy in a Monetary Union with Housing and Credit Market Heterogeneity
Elstner, Steffen, (2010)
-
Limited liability, asset price bubbles and the credit cycle: The role of monetary policy
Mateju, Jakub, (2015)
- More ...
-
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Campbell, John Y., (2000)
-
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Campbell, John Y., (2008)
-
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Campbell, John Y., (2008)
- More ...