Idiosyncratic risk is unique to specific investments like companies or industries. Systematic risk impacts all investments and is driven by macroeconomic factors. Mitigate idiosyncratic risk by ...
This paper uses a disaggregated approach to study the volatility of common stocks at the market, industry, and firm levels. Over the period from 1962 to 1997 there has been a noticeable increase in ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results