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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.

Replications

• Does Idiosyncratic Risk Really Matter?, BALI et al. (2005). 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. View paper

Other studies in the atlas

• Does Idiosyncratic Risk Really Matter?
• An Accurate Measurement of the Crowd-out Effect, Income Effect, and Price Effect for Char…
• The robustness of Kingma's crowd-out estimate: Evidence from new data on contributions to…
• A Theory of Career Mobility
• Ageing of population and health care expenditure: a red herring?
• Ageing and health‐care expenditure: the red herring argument revisited

Failed replications · Successful replications · All browse pages