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  • Search: subject:"Idiosyncratic Volatility"
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Year of publication
Subject
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Volatility 244 Volatilität 243 Börsenkurs 183 Idiosyncratic volatility 183 Share price 183 Capital income 150 Kapitaleinkommen 150 Portfolio selection 103 Portfolio-Management 103 CAPM 88 Risk 80 Risiko 78 idiosyncratic volatility 74 Aktienmarkt 73 Stock market 73 Schätzung 46 Estimation 45 Capital market returns 39 Kapitalmarktrendite 39 Anlageverhalten 33 Behavioural finance 33 China 28 Risikoprämie 25 Risk premium 25 Idiosyncratic volatility puzzle 24 Theorie 24 Theory 24 Welt 22 World 22 Emerging economies 18 Schwellenländer 18 Forecasting model 14 Prognoseverfahren 14 asset pricing 13 Asset pricing 12 Gambling 12 Glücksspiel 12 Cross-section of stock returns 11 Idiosyncratic Volatility 11 Arbitrage 10
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Online availability
All
Undetermined 222 Free 62 CC license 11
Type of publication
All
Article 290 Book / Working Paper 39
Type of publication (narrower categories)
All
Article in journal 238 Aufsatz in Zeitschrift 238 Article 12 Working Paper 11 research-article 9 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 277 Undetermined 51 Portuguese 1
Author
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Nartea, Gilbert V. 10 Wu, Ji 9 Liu, Bin 7 Schmeling, Maik 7 Schrimpf, Andreas 7 Barinov, Alexander 6 Xue, Wenjun 6 Bali, Turan G. 5 Di Iorio, Amalia 5 Hur, Jungshik 5 Khovansky, Serguey 5 Menkhoff, Lukas 5 Sarno, Lucio 5 Zhylyevskyy, Oleksandr 5 Hoang Van Hai 4 Hu, Yu 4 Jiang, Danling 4 Jiang, Xiaoquan 4 Shen, Dehua 4 Zaremba, Adam 4 Annaert, Jan 3 Drew, Michael E. 3 Fu, Chengbo 3 Gharbi, Sami 3 Hasan, Iftekhar 3 Jiang, Yuexiang 3 Li, Xiafei 3 Liu, Zhentao 3 Long, Huaigang 3 Miffre, Joëlle 3 Panzica, Roberto Calogero 3 Poudeh, Seyed Reza Tabatabaei 3 Qadan, Mahmoud 3 Sahut, Jean-Michel 3 Stapf, Jelena 3 Switzer, Lorne N. 3 Veeraraghavan, Madhu 3 Weigert, Florian 3 Werner, Thomas 3 Zhang, Wei 3
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Institution
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C.E.P.R. Discussion Papers 4 Department of Economics, Iowa State University 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 School of Economics and Finance, Business School 2 School of Economics and Management, University of Aarhus 2 Bank for International Settlements (BIS) 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Econometrics and Business Statistics, Monash Business School 1 Deutsche Bundesbank 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 HEC Paris (École des Hautes Études Commerciales) 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 National Bureau of Economic Research 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Rimini Centre for Economic Analysis (RCEA) 1
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Published in...
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Finance research letters 15 International review of financial analysis 14 Journal of empirical finance 13 Pacific-Basin finance journal 11 International review of economics & finance : IREF 9 Journal of banking & finance 8 Journal of financial economics 8 Management science : journal of the Institute for Operations Research and the Management Sciences 7 The North American journal of economics and finance : a journal of financial economics studies 7 Applied economics 6 Cogent Economics & Finance 6 Cogent economics & finance 6 Research in international business and finance 6 Review of quantitative finance and accounting 6 The journal of corporate finance : contracting, governance and organization 6 CEPR Discussion Papers 4 Critical finance review 4 Journal of Banking & Finance 4 Economic research 3 Economics letters 3 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 3 Energy economics 3 International journal of emerging markets 3 Journal of Financial Economics 3 Journal of Risk and Financial Management 3 Journal of business research : JBR 3 Journal of international financial markets, institutions & money 3 Journal of risk and financial management : JRFM 3 MPRA Paper 3 Review of Accounting and Finance 3 Staff General Research Papers / Department of Economics, Iowa State University 3 The financial review : the official publication of the Eastern Finance Association 3 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 3 Applied economics letters 2 Australian journal of management 2 CREATES Research Papers 2 Economic modelling 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 European financial management : the journal of the European Financial Management Association 2 IIMB management review 2
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Source
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ECONIS (ZBW) 245 RePEc 56 EconStor 18 Other ZBW resources 9 BASE 1
Showing 51 - 60 of 329
Cover Image
Trend and reversal of idiosyncratic volatility revisited
Leippold, Markus; Svatoň, Michal - In: Critical finance review 12 (2023) 1/4, pp. 171-202
Persistent link: https://www.econbiz.de/10014370373
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Price informativeness : a potential explanation for the idiosyncratic volatility puzzle
Kim, Jinyong; Kim, Yongsik - In: Applied economics letters 30 (2023) 16, pp. 2264-2269
Persistent link: https://www.econbiz.de/10014364831
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Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos - In: The European journal of finance 29 (2023) 14, pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
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Financial reporting quality, audit quality and idiosyncratic volatility : moderating role of family ownership concentration
Afkar Majeed; Rohaida Basiruddin; Salman Khalid - In: Global business & economics review 29 (2023) 4, pp. 492-508
Persistent link: https://www.econbiz.de/10014388563
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Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly : evidence from the Chinese market
Chen, Haozhi; Zhang, Yue - In: Pacific-Basin finance journal 81 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014501189
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Do idiosyncratic volatility and liquidity in stock returns still matter in post-global financial crisis? : the UK evidence
El-Nader, Ghaith; Al-Halabi, Yasmeen - In: International journal of banking, accounting and … 13 (2023) 3, pp. 403-422
Persistent link: https://www.econbiz.de/10014232304
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Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing; Yang, Yiwen - In: Economic modelling 129 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
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Do derivatives benefit shareholders? : evidence from India
Chaudhry, Neeru; Gupta, Aastha - In: Finance research letters 55 (2023) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10014473559
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Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu; Wu, Ke; Pan, Jiening; Jiang, Ying - In: Journal of empirical finance 72 (2023), pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
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Anti-herding by hedge funds and its implications for expected returns
Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza - In: Journal of economic behavior & organization : JEBO 211 (2023), pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
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