Idiosyncratic Risk Pricing: Evidence based Information Content of Earnings
Some empirical researches document the relation between idiosyncratic volatility and stock return and they have challenged classic finance literature on the issue that idiosyncratic risk is not priced. This research examines idiosyncratic risk pricing in Tehran Stock Exchange in addition to investig...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2014-03-01
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| Series: | پژوهشهای تجربی حسابداری |
| Subjects: | |
| Online Access: | http://jera.alzahra.ac.ir/article_608_44e5a36423714a5f918035ef99f7dad9.pdf |