Chen, Hejin and Sun, Zhenghao (2023) Research on Corporate Financialization and Idiosyncratic Risk Based on Fixed-effect Models. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
In this paper, the Fama and French three-factor models were firstly used for monthly regression, and finally the monthly standard deviation of the daily residual was finally obtained as the measure of idiosyncratic volatility. This paper explores the impact of corporate financialization on idiosyncr
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:47 |
| URI: | http://eprints.eai.eu/id/eprint/42002 |
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