SMEAL WIKI

Can Growth Options Explain the Trend in Idiosyncratic Risk?

Charles Cao, Timothy T. Simin, Jing Zhao
Year2006
VenueReview of Financial Studies
Typearticle
Citations368
DOI10.1093/rfs/hhl039
OpenAlexW2059149223

Topics

Financial Markets and Investment StrategiesSystematic riskVolatility (finance)EconomicsEquity (law)Econometrics