Financial distress and idiosyncratic volatility: An empirical investigation

Journal of Financial Markets

Volumn 13, Issue 2, 2010, Pages 249-267

  Chen, Jing ^a   Chollete, Lorán ^b,c   Ray, Rina ^b  

^a The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^b NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

^c Norwegian Central Bank ^*  (Norway)

Author keywords

Distress risk; Idiosyncratic volatility; Single beta CAPM

Indexed keywords

EID: 77952099174     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2009.10.003     Document Type: Article

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