Abstract
The role of idiosyncratic risk in finance has been well studied in the literature, mostly with a focus on the effect of idiosyncratic risk on asset pricing. (See, for example, Kahn, 1990; Franke, Stapleton, and Subrahmanyam, 1992; Telmer, 1993; Aiyagari, 1994; Lucas, 1994; Malkiel and Xu 2006, and Heaton and Lucas, 1996)
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© 2014 Nusret Cakici and Kudret Topyan
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Cakici, N., Topyan, K. (2014). Idiosyncratic Volatility. In: Risk and Return in Asian Emerging Markets. Palgrave Macmillan, New York. https://doi.org/10.1057/9781137359070_6
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DOI: https://doi.org/10.1057/9781137359070_6
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