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Search: subject:"Idiosyncratic Volatility"
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Volatility
244
Volatilität
243
Börsenkurs
183
Idiosyncratic volatility
183
Share price
183
Capital income
150
Kapitaleinkommen
150
Portfolio selection
103
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103
CAPM
88
Risk
80
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78
idiosyncratic volatility
74
Aktienmarkt
73
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73
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46
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45
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39
Kapitalmarktrendite
39
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33
Behavioural finance
33
China
28
Risikoprämie
25
Risk premium
25
Idiosyncratic volatility puzzle
24
Theorie
24
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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
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Undetermined
222
Free
62
CC license
11
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Article
290
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12
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277
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51
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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
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4
Shen, Dehua
4
Zaremba, Adam
4
Annaert, Jan
3
Drew, Michael E.
3
Fu, Chengbo
3
Gharbi, Sami
3
Hasan, Iftekhar
3
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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
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3
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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
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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
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1
National Bureau of Economic Research
1
Nationalekonomiska Institutionen, Ekonomihögskolan
1
Rimini Centre for Economic Analysis (RCEA)
1
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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
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ECONIS (ZBW)
245
RePEc
56
EconStor
18
Other ZBW resources
9
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329
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81
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
Saved in:
82
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
Saved in:
83
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
Saved in:
84
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
Saved in:
85
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
Saved in:
86
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
Saved in:
87
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
Saved in:
88
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
Saved in:
89
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
Saved in:
90
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
Saved in:
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