The conditional pricing of systematic and idiosyncratic risk in the UK equity market
John Cotter; Niall O' Sullivan; Francesco Rossia
| Year of publication: |
2015
|
|---|---|
| Authors: | Cotter, John ; O'Sullivan, Niall ; Rossia, Francesco |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 37.2015, p. 184-193
|
| Subject: | Asset pricing | Idiosyncratic risk | Turnover | Conditional beta | Risiko | Risk | CAPM | Börsenkurs | Share price | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10011317221