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Volumn 15, Issue 5, 2008, Pages 878-896

A model-independent measure of aggregate idiosyncratic risk

Author keywords

Average stock risk; C13; G10; G11; Idiosyncratic risk; Stock market volatility; Stock returns; Total risk

Indexed keywords


EID: 52049097301     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2008.02.002     Document Type: Article
Times cited : (32)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.