R 2 and idiosyncratic risk are not interchangeable
Bin Li; Shivaram Rajgopal; Mohan Venkatachalam
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Bin ; Rajgopal, Shivaram ; Venkatachalam, Mohan |
| Published in: |
The accounting review : a publication of the American Accounting Association. - Lakewood Ranch, FL : American Accounting Association, ISSN 0001-4826, ZDB-ID 210224-9. - Vol. 89.2014, 6, p. 2261-2295
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| Subject: | return variation | idiosyncratic risk | systematic risk | R2 | information | noise | arbitrage | Risiko | Risk | Kapitaleinkommen | Capital income | Arbitrage | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | CAPM | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469131