The Investigation of the Importance of Individual Securities Idiosyncratic Risk: Another Look at Idiosyncratic Risk and Expected Returns
This study investigates the relationship between idiosyncratic risk and return based on the model (GARCH)-in-mean for individual by individual securities in Tehran Stock Exchange during the period from 2001 to 2015. The evidence suggests that, on average, 27% of stocks experienced a significant rela...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2018-04-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_3225_992c44bbc9d61f4cd31e2737be3da4ba.pdf |