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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 81 - 90 of 329
Cover Image
Does idiosyncratic volatility matter at the global level?
Umutlu, Mehmet - In: The North American journal of economics and finance : a … 47 (2019), pp. 252-268
Persistent link: https://www.econbiz.de/10012117857
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The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
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Decomposing the idiosyncratic volatility anomaly among euro area stocks
Annaert, Jan; De Ceuster, Marc J.; Van Doninck, Freek - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553642
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Variance risk and the idiosyncratic volatility puzzle
Qadan, Mahmoud; Shuval, Kerem - In: Finance research letters 45 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014578075
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Does ETF activity reduce stock price volatility : evidence from the A-share market
Zhao, Xiaokang; Ran, Guanghe; Shen, Bing; Li, Xiaolong - In: Applied economics 54 (2022) 52, pp. 6036-6053
Persistent link: https://www.econbiz.de/10013411340
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The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
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Bank-appointed directors and idiosyncratic volatility : evidence from India
Jadiyappa, Nemiraja; Joseph, Anto; Sisodia, Garima - In: International journal of managerial finance : IJMF 18 (2022) 2, pp. 222-239
Persistent link: https://www.econbiz.de/10013364979
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The cross-section of expected stock returns and components of idiosyncratic volatility
Poudeh, Seyed Reza Tabatabaei; Fu, Chengbo - In: The journal of risk finance : JRF 23 (2022) 4, pp. 403-417
Persistent link: https://www.econbiz.de/10013370591
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Is idiosyncratic risk priced? : the international evidence
Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne - In: Journal of empirical finance 66 (2022), pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
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Does idiosyncratic volatility proxy for a missing risk factor? : evidence using portfolios as test assets
Gempesaw, David; Kassa, Haimanot; Zykaj, Blerina Bela - In: European financial management : the journal of the … 28 (2022) 3, pp. 693-721
Persistent link: https://www.econbiz.de/10013275961
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