En studie av den idiosynkratiska riskutvecklingen på OMX Stockholm.
This paper uses a quantitative method of analysing if the idiosyncratic risk on the Stockholm Exchange has changed over time. In order to do so we divided the risk, measured as volatility, into three different risk categories, idiosyncratic-, industrial-, and market volatility. Analysing the result received from the data of 85 listed corporations, that represents the five major sections on the Swe