Financial Distress and Idiosyncratic Volatility: An Empirical Investigation
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More about this item
Keywords
Distress risk; idiosyncratic volatility; single-beta CAPM;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2006-10-21 (Business Economics)
- NEP-FIN-2006-10-21 (Finance)
- NEP-FMK-2006-10-21 (Financial Markets)
- NEP-RMG-2006-10-21 (Risk Management)
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