Idiosyncratic Risk Matters!
Top Cited Papers
- 6 May 2003
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 58 (3) , 975-1007
- https://doi.org/10.1111/1540-6261.00555
Abstract
No abstract availableKeywords
This publication has 67 references indexed in Scilit:
- Excessive Extrapolation and the Allocation of 401(k) Accounts to Company StockThe Journal of Finance, 2001
- The distribution of realized stock return volatilityPublished by Elsevier ,2001
- Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic RiskThe Journal of Finance, 2001
- Portfolio Choice and Asset Prices: The Importance of Entrepreneurial RiskThe Journal of Finance, 2000
- Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual InvestorsThe Journal of Finance, 2000
- Risk and Return RevisitedThe Journal of Portfolio Management, 1997
- The Conditional CAPM and the Cross‐Section of Expected ReturnsThe Journal of Finance, 1996
- Inference in Models with Nearly Integrated RegressorsEconometric Theory, 1995
- Inference in Time Series Regression When the Order of Integration of a Regressor is UnknownEconometric Theory, 1994
- The anomalous stock market behavior of small firms in JanuaryJournal of Financial Economics, 1983