Have individual stocks become more volatile?
Subtitle: an empirical exploration of idiosyncratic risk
By: John Y. Campbell ... [et al.].
Contributors: Campbell, John Y.; Lettau, Martin, 1966-; Malkiel, Burton Gordon.; Xu, Yexiao, 1963-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 7590; Working paper series (National Bureau of Economic Research) -- working paper no. 7590.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 41
Subjects: Stocks -- Prices -- United States -- Econometric models.; Stock exchanges -- United States.; Rate of return -- United States.; Risk management -- United States.; Portfolio management -- United States.
Notes: "March 2000."

JEL no. E32, G10.

Includes bibliographical references (p. 37-41).

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Electronic version available via the Internet at the NBER World Wide Web site.