Daruo Xie

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

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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 85 (298,722)

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
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 7 (632,625)

Abstract:

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