Search Results - subject:"Idiosyncratic Volatility"

Voluntary CEO turnover, online information, and idiosyncratic volatility

Gu, Leilei; Li, Xiaoyu; Peng, Yuchao; Zhou, Junnan - In: Finance research letters 49 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013479254

Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?

Mantilla-Garcia, Daniel; Malagon, Juliana; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457556

Investor's herding behavior in Asian equity markets during COVID-19 period

Jiang, Rui; Wen, Conghua; Zhang, Ruonan; Cui, Yu - In: Pacific-Basin finance journal 73 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013388982

Idiosyncratic volatility and stock price crash risk : evidence from china

Cao, Jiahui; Wen, Fenghua; Zhang, Yue; Yin, Zhujia; … - In: Finance research letters 44 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014495033

Does mandatory CSR disclosure improve stock price informativeness? : evidence from China

Guo, Chunying; Yang, Baochen; Fan, Ying - In: Research in international business and finance 62 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10014248626

Managerial ability and idiosyncratic volatility

Wu, Xi; Tong, Xinle; Wang, Yudong - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2566-2581

Persistent link: https://www.econbiz.de/10013184908

The alphas of beta and idiosyncratic volatility

Poon, Percy Siuping; Yao, Tong; Zhang, Andrew Jianzhong - In: Journal of financial markets 61 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013540567

Idiosyncratic volatility puzzle exists at the country level

He, Zhongzhi; Xue, Wenjun - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013538973

Are momentum profits influenced by idiosyncratic volatility? : evidence from India

Barik, Nirakar; Balakrishnan, A. - In: IIMB management review 34 (2022) 1, pp. 44-53

Persistent link: https://www.econbiz.de/10014266976

The relationship between institutional ownership and idiosyncratic volatility: evidence from the stock markets of China and the USA

Hu, Yu; Jiang, Xiaoquan; Xue, Wenjun - In: International Journal of Emerging Markets 19 (2022) 9, pp. 2549-2573

Purpose This paper investigates the relationship between institutional ownership and idiosyncratic volatility in … the relationship between institutional ownership and idiosyncratic volatility in Chinese and the USA stock markets … positively (negatively) related to idiosyncratic volatility through various tests. This paper indicates that institutional …

Persistent link: https://www.econbiz.de/10015346498