Idiosyncratic risk and volatility bounds, or, Can models with idiosyncratic risk solve the equity
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چکیده
Can models with idiosyncratic risk solve the equity premium puzzle? and the Federal Reserve Bank of New York provided helpful comments. The views are those of the author and do not necessarily reflect those of the Federal Reserve Bank of New York or the Federal Reserve System.
منابع مشابه
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According to the importance and the increasing trend of idiosyncratic volatility in recent years, the study of factors affecting idiosyncratic volatility is one of the important issues in financial markets. So, the purpose of this study is to investigate the relationship between lifecycle and idiosyncratic volatility with emphasis on fundamental and information uncertainty. In this regard, 152 ...
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تاریخ انتشار 2001