Idiosyncratic Risk Matters: An Empirical Investigation of UK Equity Market

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Idiosyncratic Risk Matters: An Empirical Investigation of UK Equity Market

Our empirical study is an extension of idiosyncratic volatility investigation in UK market through the utilization of the decomposition model of Campbell, Lettau, Malkiel and Xu (2001). The framework of Campbell et al (2001) helps our investigation into three levels, which are market level, industry...

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Bibliographic Details
Main Author:	Zhuge, Yun
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/23832/

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