Daruo Xie

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

106

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Is Idiosyncratic Risk Conditionally Priced?

Number of pages: 37 Posted: 10 Feb 2016 Last Revised: 24 Apr 2019
Rajnish Mehra, Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Downloads 95 (332,441)

Abstract:

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Incomplete markets, Diversification, Idiosyncratic risk

Is Idiosyncratic Risk Conditionally Priced?

NBER Working Paper No. w22016
Number of pages: 37 Posted: 01 Mar 2016 Last Revised: 21 Jun 2021
Rajnish Mehra, Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Downloads 11 (714,897)

Abstract:

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Other Papers (1)

Total Downloads: 3
1.

The Demand for Diversification in Incomplete Markets

Number of pages: 54 Posted: 15 Aug 2016
Rajnish Mehra, Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Downloads 3

Abstract:

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diversification, cross-section of returns