The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
Uncertainty is a central topic for finance. Different asset pricing models focus on many explanatory factors that may influence asset returns. In recent years, researchers have tried to understand the relationship between idiosyncratic risk and stock returns. The negative relationship found by Ang e...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2013
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| Online Access: | http://eprints.nottingham.ac.uk/26559/ http://eprints.nottingham.ac.uk/26559/1/Zehua_Yin--Final.pdf |