Rina Ray

Norwegian School of Economics (NHH)

Assistant Professor

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

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Scholarly Papers (1)

Financial Distress and Idiosyncratic Volatility: An Empirical Investigation

Posted: 21 Dec 2009 Last Revised: 24 Mar 2010
Columbia University - Columbia Business School, UiS Business School and Norwegian School of Economics (NHH)

Abstract:

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Distress risk, idiosyncratic volatility, single-beta CAPM