New Risk Measure and Idiosyncratic Risk in Taiwan Stock Market

International Journal of Financial Research - Canada
doi 10.5430/ijfr.v4n2p77
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Sciedu Press

Related search

Does Idiosyncratic Risk Matter? Evidence From the Japanese Stock Market

Eurasian Journal of Business and Management
2015English

Idiosyncratic Risk, Stock Returns and Investor Sentiment

Asian Economic and Financial Review
DevelopmentManagementFinanceBusinessEconomicsAccountingEconometrics
2018English

Systemic Risk in Vietnam Stock Market

Asian Economic and Financial Review
DevelopmentManagementFinanceBusinessEconomicsAccountingEconometrics
2019English

Market Risk and Volatility in the Brazilian Stock Market

Journal of Applied Economics
EconomicsEconometricsFinance
2003English

Market Timing With Aggregate and Idiosyncratic Stock Volatilities

SSRN Electronic Journal
2006English

Can Stock Analysts Predict Market Risk? New Evidence From Copula Theory

Finance: Theory and Practice
2019English

Financial Literacy, Risk Tolerance and Stock Market Participation

Asian Economic and Financial Review
DevelopmentManagementFinanceBusinessEconomicsAccountingEconometrics
2018English

Idiosyncratic Risk and Security Returns

SSRN Electronic Journal
2001English

Estimating Risk Premium and Volatility Persistence in Malaysian Stock Market

International Journal of Accounting and Finance
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy