I would like to thank an anonymous referee, Nikolaos Tessaromatis and Dimitrios Thomakos for their constructive comments that greatly improved the paper. I also thank Timothy Vogelsang for providing his Gauss codes. I retain full responsibility for any remaining errors.
Idiosyncratic Risk in Emerging Markets
Article first published online: 11 OCT 2010
© 2010, The Eastern Finance Association
Volume 45, Issue 4, pages 1053–1078, November 2010
How to Cite
Angelidis, T. (2010), Idiosyncratic Risk in Emerging Markets. Financial Review, 45: 1053–1078. doi: 10.1111/j.1540-6288.2010.00285.x
- Issue published online: 11 OCT 2010
- Article first published online: 11 OCT 2010
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