@misc{BartramBrownStulz2016,
  author    = {S{\"o}hnke M. Bartram and Gregory Brown and Ren{\´e} M. Stulz},
  title     = {Why does idiosyncratic risk increase with market risk?},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 533},
  url       = {http://ssrn.com/abstract=2828666},
  institution = {Wirtschaftswissenschaften},
  series    = {CFS working paper series},
  number    = {533},
  type      = {workingpaper},
  pages     = {50},
  year        = {2016},
}