Can asset pricing models price idiosyncratic risk in U.K. stock Returns?

Financial Review

Volumn 42, Issue 4, 2007, Pages 507-535

  Fletcher, Jonathan ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Idiosyncratic risk; Stochastic discount factor

Indexed keywords

EID: 77953561344     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2007.00181.x     Document Type: Article

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