Search Results - subject:"Idiosyncratic Volatility"

The impact of carbon disclosure and carbon emissions intensity on firms' idiosyncratic volatility

Perera, Kasun; Kuruppuarachchi, Duminda; Kumarasinghe, … - In: Energy economics 128 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10015072686

Profitability anomaly and aggregate volatility risk

Barinov, Alexander - In: Journal of financial markets 64 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014466100

Does geopolitical risk affect firms' idiosyncratic volatility? : evidence from China

Ren, Xiaohang; Cao, Yuxuan; Liu, Pei; Han, Dun - In: International review of financial analysis 90 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014469960

The role of reference-dependent preferences in the idiosyncratic volatility puzzle: Evidence from Korea

In: Cogent Economics & Finance 8 (2020) 1, pp. 1-15

In this paper, the role of the reference-dependent preference in the relationship between idiosyncratic volatility and … a reference point for a definition of the loss and gains domain. As a consequence, the negative idiosyncratic volatility … domain, suggesting the important role of the reference-dependent preference in the idiosyncratic volatility puzzle …

Persistent link: https://www.econbiz.de/10014001413

Market volatility and investors' view of firm-level risk: A case of green firms

Kyaw, Khine - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-14

Do investors believe that firm-level (i.e., idiosyncratic) risk of green (i.e., environmentally responsible) firms is relatively lower? How does high market volatility affect the investors' view on the firm-level risk of green firms? This paper addresses these questions by investigating the...

Persistent link: https://www.econbiz.de/10012611397

Abnormal returns and idiosyncratic volatility puzzle: An empirical investigation in Vietnam stock market

In: Cogent Economics & Finance 8 (2020) 1, pp. 1-25

This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and …

Persistent link: https://www.econbiz.de/10012657581

Abnormal returns and idiosyncratic volatility puzzle : an empirical investigation in Vietnam stock market

Vo Xuan Vinh; Van Phong Vo; Thanh Phuc Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-25

This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and …

Persistent link: https://www.econbiz.de/10012219258

Market volatility and investors' view of firm-level risk : a case of green firms

Kyaw, Khine - In: Journal of risk and financial management : JRFM 13 (2020) 8/175, pp. 1-14

Persistent link: https://www.econbiz.de/10012322023

Testing for heteroskedastic mixture of ordinary least squares errors

Senarathne, Chamil W; Wei, Jianguo - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 73-91

Persistent link: https://www.econbiz.de/10012422500

The role of reference-dependent preferences in the idiosyncratic volatility puzzle : evidence from Korea

Le Thi Minh Hang; Hoang Van Hai; Nguyen Truong Son - In: Cogent economics & finance 8 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013179662