Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"idiosyncratic volatility puzzle"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Idiosyncratic volatility puzzle
24
Volatility
24
Volatilität
24
Capital income
23
Kapitaleinkommen
23
Börsenkurs
21
Share price
21
Portfolio selection
14
Portfolio-Management
14
Risiko
9
Risk
9
CAPM
8
Estimation
8
Schätzung
8
Aktienmarkt
7
Stock market
7
Anlageverhalten
5
Behavioural finance
5
China
4
Schock
4
Shock
4
Theorie
4
Theory
4
idiosyncratic volatility puzzle
4
Chinese stock market
3
Cross-section of expected returns
3
Expected Returns
3
Extreme returns
3
Granger Causality
3
Idiosyncratic Volatility Puzzle
3
Lottery-like payoffs
3
Networks
3
Skewness
3
Anomaly
2
Arbitrage
2
Business cycle
2
Causality analysis
2
Country-specific risk
2
Derivatives
2
Equity Portfolio Holdings
2
more ...
less ...
Online availability
All
Undetermined
16
Free
13
CC license
1
Type of publication
All
Article
25
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Working Paper
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Article
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
28
Undetermined
4
Author
All
Bali, Turan G.
3
Hur, Jungshik
3
Panzica, Roberto Calogero
3
Weigert, Florian
3
Annaert, Jan
2
Aslanidis, Nektarios
2
Chen, Zhiyao
2
Christiansen, Charlotte
2
Hueng, C. James
2
Lambertides, Neophytos
2
Mohrschladt, Hannes
2
Savva, Christos S.
2
Schneider, Judith C.
2
Strebulaev, Ilya A.
2
Verstegen, Kurt
2
Xing, Yuhang
2
Yau, Ruey
2
Zhang, Xiaoyan
2
ANNAERT, Jan
1
Aldana-Galindo, Julian R.
1
Boubaker, Sabri
1
Chen, Jiaqi
1
DE CEUSTER, Marc
1
De Ceuster, Marc
1
De Ceuster, Marc J.
1
Duanmu, Jun
1
Egginton, Jared
1
Gao, Mingyu
1
He, Zhongzhi
1
Hoang Van Hai
1
Hou, Keqiang
1
Kim, Jinyong
1
Kim, Jung-Mu
1
Kim, Jungmu
1
Kim, Yongsik
1
Lee, Changjun
1
Lee, Woo-Hyuk
1
Li, Bo
1
Li, Xing
1
Li, Yongjia
1
more ...
less ...
Institution
All
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
School of Economics and Management, University of Aarhus
1
Published in...
All
Finance research letters
2
International journal of emerging markets
2
Review of quantitative finance and accounting
2
Applied economics letters
1
CFR Working Paper
1
CREATES Research Papers
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International Review of Economics & Finance
1
International review of economics & finance : IREF
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international trade & commerce
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Network connectivity, systematic and systemic risk
1
Research in international business and finance
1
Review of Derivatives Research
1
Review of derivatives research
1
Rock Center for Corporate Governance at Stanford University working paper series
1
Romanian journal of economic forecasting
1
SAFE Working Paper
1
SAFE working paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Working paper / Centre for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
EconStor
4
RePEc
4
Showing
11
-
20
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Exploring the nonlinear
idiosyncratic
volatility
puzzle
: evidence from China
Li, Bo
;
Boubaker, Sabri
;
Liu, Zhenya
;
Louhichi, Waël
; …
- In:
Computational economics
62
(
2023
)
2
,
pp. 527-559
Persistent link: https://www.econbiz.de/10014382734
Saved in:
12
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
Saved in:
13
Idiosyncratic volatility, turnover and the cross-section of stock returns : evidence from the Korean stock market
Kim, Jungmu
;
Lee, Changjun
;
Lee, Woo-Hyuk
;
Ok, Youngkyung
; …
- In:
International journal of emerging markets
18
(
2023
)
12
,
pp. 6192-6213
Persistent link: https://www.econbiz.de/10014463100
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
Idiosyncratic
volatility
puzzle
: The role of assets' interconnections
Panzica, Roberto Calogero
-
2018
The paper investigates the determinants of the
idiosyncratic
volatility
puzzle
by allowing linkages across asset …
Persistent link: https://www.econbiz.de/10011893156
Saved in:
18
Idiosyncratic
volatility
puzzle
: the role of assets' interconnections
Panzica, Roberto Calogero
-
2018
-
This version: August 8, 2018
The paper investigates the determinants of the
idiosyncratic
volatility
puzzle
by allowing linkages across asset …
Persistent link: https://www.econbiz.de/10011893131
Saved in:
19
Strategic risk shifting and the
idiosyncratic
volatility
puzzle
: an empirical investigation
Chen, Zhiyao
;
Strebulaev, Ilya A.
;
Xing, Yuhang
;
Zhang, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 2751-2772
Persistent link: https://www.econbiz.de/10012550013
Saved in:
20
Intangible factor and idiosyncratic volatility puzzles
Li, Xing
;
Hou, Keqiang
;
Zhang, Chao
- In:
Finance research letters
34
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437005
Saved in:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
