Idiosyncratic Volatility and Product Market Competition
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- Chun, Hyunbae & Kim, Jung-Wook & Morck, Randall & Yeung, Bernard, 2008.
"Creative destruction and firm-specific performance heterogeneity,"
Journal of Financial Economics,
Elsevier, vol. 89(1), pages 109-135, July.
- Hyunbae Chun & Jung-Wook Kim & Randall Morck & Bernard Yeung, 2007. "Creative Destruction and Firm-Specific Performance Heterogeneity," NBER Working Papers 13011, National Bureau of Economic Research, Inc.
- J. Christina Wang, 2006. "Financial innovations, idiosyncratic risk, and the joint evolution of real and financial volatilities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
More about this item
Keywordscompetition; idiosyncratic volatility; market powers; uncertainty;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-06-14 (All new papers)
- NEP-COM-2005-06-14 (Industrial Competition)
- NEP-FIN-2005-06-14 (Finance)
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