This study finds that competition increases idiosyncratic volatility relative to systematic
volatility. Market power facilitates passing on firm specific cost shocks to customers but is …

This paper proposes duration‐adjusted betas for the three‐factor model betas that include
risk associated with the firm's dividend policy. It extends Varela (Journal of Portfolio …

Purpose This study aims to investigate the effect of product market competition on the
exposure of firms' returns to consumption fluctuations (C-CAPM beta). Design/methodology …

This paper investigates the theoretical relationship between earnings, risks and dividends,
in an intertemporal context. After assuming that firms adjust their dividend payments toward …

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