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International competition and exchange rate shocks : a cross-country industry analysis of stock returns

Griffin, John M.; Stulz, René M. - 1997

Persistent link: https://www.econbiz.de/10000646529

International competition and exchange rate shocks : a cross-country industry analysis of stock returns

Griffin, John M.; Stulz, René M. - In: The review of financial studies 14 (2001) 1, pp. 215-241

Persistent link: https://www.econbiz.de/10001543117

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

relation has roots in fundamentals as higher market risk predicts greater idiosyncratic earnings volatility and as firm …

Persistent link: https://www.econbiz.de/10011520321

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

Persistent link: https://www.econbiz.de/10011528647

Why has idiosyncratic risk been historically low in recent years?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2018

Persistent link: https://www.econbiz.de/10011800005

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

relation has roots in fundamentals as higher market risk predicts greater idiosyncratic earnings volatility and as firm …

Persistent link: https://www.econbiz.de/10011962224

Why has idiosyncratic risk been historically low in recent years?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2018

Since 1965, average idiosyncratic risk (IR) has never been lower than in recent years. In contrast to the high IR in the late 1990s that has drawn considerable attention in the literature, average market-model IR is 44% lower in 2013-2017 than in 1996-2000. Macroeconomic variables help explain...

Persistent link: https://www.econbiz.de/10011969105