مرکز منطقه ای اطلاع رساني علوم و فناوري - Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities

Title of article :

Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities

Author/Authors :

Steven X. Wei، نويسنده , , Chu Zhang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

603

To page :

621

Keywords :

Idiosyncratic risk , Stock return predictability , Economic significance

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193704

Link To Document :