Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk

Journal of Finance

Volumn 56, Issue 1, 2001, Pages 1-43

  Campbell, John Y ^a   Lettau, Martin ^b   Malkiel, Burton G ^c   Xu, Yexiao ^d  

^a HARVARD UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c PRINCETON UNIVERSITY   (United States)

^d UNIVERSITY OF TEXAS AT DALLAS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002519023     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00318     Document Type: Article

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