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Title: Impact of corporate diversification on idiosyncratic volatility.
Authors: Liao, Huiyi.
Lim, Pan Ni.
Tan, Peishan.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2005
Abstract: We analyze a set of firms during 1997 to 2001 and find that corporate diversification is significantly and negatively related to firm-specific volatility. This study provides confirmative evidence that corporate diversification has the benefit of lowering idiosyncratic volatility.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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