Idiosyncratic Risk and the Cross-Section of Realized Returns: Reconciling the Aggregate Returns’ Predictability Evidence

Date

2009

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

RELX Group (Netherlands)

Abstract

Description

Citaciones: 3

Keywords

Predictability, Aggregate (composite), Systematic risk, Economics, Section (typography), Econometrics, Financial economics

Citation

DOI

10.2139/ssrn.1572707

URI

https://doi.org/10.2139/ssrn.1572707
 https://andeanlibrary.org/handle/123456789/59520

Collections

Artículo Científico Publicado