Idiosyncratic Risk in the 1990s : Is It an IT Story?

Domanski, Dietrich (2003). Idiosyncratic Risk in the 1990s : Is It an IT Story?. UNU-WIDER.

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  • Sub-type Discussion paper
    Author Domanski, Dietrich
    Title Idiosyncratic Risk in the 1990s : Is It an IT Story?
    Volume/Issue No. 7/1/2003
    Publication Date 2003
    Place of Publication Helsinki
    Publisher UNU-WIDER
    Pages 20
    Language eng
    Abstract

    This paper examines trends in idiosyncratic risk in different `new economy´ and `old economy´ industries, and explores whether these developments can be attributed to the use of IT. A CAPM-based decomposition of equity returns is employed to estimate id

    Keyword Capital market
    Equity
    Information technology
    Risk
    Copyright Holder Author(s)
    Copyright Year 2003
    Copyright type All rights reserved
    ISSN 16095774
    ISBN 9789291903955
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    Created: Fri, 12 Feb 2016, 13:23:19 JST