[PDF][PDF] Is idiosyncratic risk priced? The international evidence
P Brockman, T Guo, MG Vivero… - The International Evidence …, 2009 - papers.ssrn.com
We find a positive and significant relation between forecasted idiosyncratic volatility and
returns in a large international database covering 57 countries with over three million …
returns in a large international database covering 57 countries with over three million …
Is idiosyncratic risk priced? The international evidence
P Brockman, T Guo, MG Vivero, W Yu - Journal of Empirical Finance, 2022 - Elsevier
We find a positive and significant relation between forecasted idiosyncratic volatility and
returns in a large international database covering 57 countries with over three million firm …
returns in a large international database covering 57 countries with over three million firm …