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Idiosyncratic Risk Matters!

Amit Goyal, Pedro Santa-Clara

SSRN Electronic Journal, 2002. DOI 10.2139/ssrn.331921

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 failed. The earliest on record is from 2005.

Replications

• Does Idiosyncratic Risk Really Matter?, BALI et al. (2005). The Journal of Finance. Outcome recorded: failed. their result does not hold for the extended sample of 1963:08 to 2001:12 and for the NYSE/AMEX and NYSE stocks. Outcome read from the abstract. View paper

Cite this record

Goyal, A., & Santa-Clara, P. (2002). Idiosyncratic Risk Matters! SSRN Electronic Journal. https://doi.org/10.2139/ssrn.331921

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