This paper examines the role of idiosyncratic risk in explaining the cross-sectional variation of stock returns in the context of a set of size- and valuesorted portfolios.
University of Reading, Whiteknights
Nottingham University Business School
EDHEC Business School
|Type :||Working paper|
|Date :||le 29/06/2011|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|