๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC

โœ Scribed by Jorg Bley; Mohsen Saad

Book ID
116575441
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
392 KB
Volume
22
Category
Article
ISSN
1042-4431

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The information content in implied idios
The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets
โœ Dean Diavatopoulos; James S. Doran; David R. Peterson ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 266 KB ๐Ÿ‘ 2 views

## Abstract Current literature is inconclusive as to whether idiosyncratic risk influences future stock returns and the direction of the impact. Earlier studies are based on historical realized volatility. Implied volatilities from option prices represent the market's assessment of future risk and