Impact of corporate diversification on idiosyncratic volatility.

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.

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Bibliographic Details
Main Authors:	Liao, Huiyi., Lim, Pan Ni., Tan, Peishan.
Other Authors:	Lim, Chee Yeow
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/9541
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9541
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spelling	sg-ntu-dr.10356-95412023-05-19T06:16:14Z Impact of corporate diversification on idiosyncratic volatility. Liao, Huiyi. Lim, Pan Ni. Tan, Peishan. Lim, Chee Yeow Nanyang Business School DRNTU::Business::Finance::Equity 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. 2008-09-24T07:33:30Z 2008-09-24T07:33:30Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9541 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Liao, Huiyi. Lim, Pan Ni. Tan, Peishan. Impact of corporate diversification on idiosyncratic volatility.
description	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.
author2	Lim, Chee Yeow
author_facet	Lim, Chee Yeow Liao, Huiyi. Lim, Pan Ni. Tan, Peishan.
format	Final Year Project
author	Liao, Huiyi. Lim, Pan Ni. Tan, Peishan.
author_sort	Liao, Huiyi.
title	Impact of corporate diversification on idiosyncratic volatility.
title_short	Impact of corporate diversification on idiosyncratic volatility.
title_full	Impact of corporate diversification on idiosyncratic volatility.
title_fullStr	Impact of corporate diversification on idiosyncratic volatility.
title_full_unstemmed	Impact of corporate diversification on idiosyncratic volatility.
title_sort	impact of corporate diversification on idiosyncratic volatility.
publishDate	2008
url	http://hdl.handle.net/10356/9541
_version_	1770564705620852736

Impact of corporate diversification on idiosyncratic volatility.

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