Idiosyncratic tail risk and stock return in Indonesia
Idiosyncratic tail risk explains the financial crisis which happened due to idiosyncratic risk. It could also be used as a factor for asset pricing, making it necessary to be further studied since it could help protect investors from extreme incidents that could bring loss. We investigate the effect...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Merdeka Malang
2020-04-01
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| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/4083 |