The idiosyncratic component of stock returns and its relationship with macroeconomic variables in the U.S. market
Access type | : | Accès restreint |
---|---|---|
Year | : | 2017 |
Keywords | : | Idiosyncratic risk, stock return, volatility, macroeconomic variables |
Language | : | Anglais |
Faculty | : | Louvain School of Management |
Degree | : | Master [120] en sciences de gestion |
Bibliographic reference | Cisse, Samy. The idiosyncratic component of stock returns and its relationship with macroeconomic variables in the U.S. market. Louvain School of Management, Université catholique de Louvain, 2017. Prom. : Iania, Leonardo. |
---|---|
Permanent URL | http://hdl.handle.net/2078.1/thesis:11250 |