作者: Ahsan Habib , Mostafa Monzur Hasan , Md Bhuiyan , Borhan Uddin
DOI: 10.2139/SSRN.2586588
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摘要: … and consider idiosyncratic risk as an outcome variable. This is justified since idiosyncratic risk … We use daily stock returns as a basis for calculating annual estimates of idiosyncratic risk . …