Idiosyncratic risk really drives stock returns; Spanish evidence
Following the theoretical model of Merton (1987), we provide a new perspective of study about the role of idiosyncratic risk in the asset pricing process. More precisely, we analyze whether the idiosyncratic risk premium depends on the idiosyncratic risk level of an asset as well as the vatriation i...
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| Outros Autores: | , |
| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2012
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.21/1429 |
| País: | Portugal |
| Oai: | oai:repositorio.ipl.pt:10400.21/1429 |